Multiplier subsample bootstrap for statistics of time series
From MaRDI portal
Cites work
- A frequency domain bootstrap for ratio statistics in time series analysis
- A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
- Asymptotic spectral theory for nonlinear time series
- Autoregressive-aided periodogram bootstrap for time series
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- Convolved subsampling estimation with applications to block bootstrap
- Correlation theory of almost periodically correlated processes
- Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
- Dependent wild bootstrap for degenerate U- and V-statistics
- Extending the validity of frequency domain bootstrap methods to general stationary processes
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- scientific article; zbMATH DE number 3963031 (Why is no real title available?)
- scientific article; zbMATH DE number 44031 (Why is no real title available?)
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- Improved central limit theorem and bootstrap approximations in high dimensions
- Jackknife, bootstrap and other resampling methods in regression analysis
- Locally adaptive estimation of evolutionary wavelet spectra
- Matched-block bootstrap for dependent data
- Moment inequalities for mixing sequences of random variables
- Nonparametric resampling for homogeneous strong mixing random fields
- Normal approximation and asymptotic expansions.
- On bootstrapping kernel spectral estimates
- ON THE COVARIANCE OF THE PERIODOGRAM
- On the range of validity of the autoregressive sieve bootstrap
- On the uniform asymptotic validity of subsampling and the bootstrap
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Resampling and Subsampling for Financial Time Series
- Subsampling
- Subsampling and model selection in time series analysis
- Tapered block bootstrap
- The dependent random weighting
- The dependent wild bootstrap
- The Hybrid Wild Bootstrap for Time Series
- The jackknife and the bootstrap for general stationary observations
- The numerical bootstrap
- The Stationary Bootstrap
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- The weighted bootstrap
- Time series. Data analysis and theory.
- Weighted bootstrap for \(U\)-statistics
- Weighted bootstrapping of \(U\)-statistics
Cited in
(2)
This page was built for publication: Multiplier subsample bootstrap for statistics of time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592796)