Sieve bootstrap for time series

residuals consistency rate of convergence ARMA autoregressive approximation Akaike information criterion autoregressive processes blockwise bootstrap sieve bootstrap threshold model linear process stationary sequence model-free AR\((p(n))\) model autoregressive spectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Cited In (only showing first 100 items - show all)

Bootstrap long memory processes in the frequency domain
Characteristic function-based hypothesis tests under weak dependence
Regeneration-based statistics for Harris recurrent Markov chains
Recent developments in bootstrapping time series
A smoothed bootstrap test for independence based on mutual information
Modified fast double sieve bootstraps for ADF tests
Block length selection in the bootstrap for time series
Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
A time series bootstrap procedure for interpolation intervals
Moving-average representation of autoregressive approximations
A bootstrap theory for weakly integrated processes
An overview of bootstrap methods for estimating and predicting in time series
A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Relevant states and memory in Markov chain bootstrapping and simulation
Introducing model uncertainty by moving blocks bootstrap
Bootstrap model selection for possibly dependent and heterogeneous data
Modelling dependent data for longevity projections
Specification testing for regression models with dependent data
Frequency domain bootstrap for ratio statistics under long-range dependence
On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Conditional value-at-risk: semiparametric estimation and inference
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
Weak dependence beyond mixing and asymptotics for nonparametric regression
On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
Diagnostics for the bootstrap and fast double bootstrap
A local factor nonparametric test for trend synchronism in multiple time series
A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Forecasting time series with sieve bootstrap
Computational framework for longevity risk management
A test for fractional cointegration using the sieve bootstrap
Forecasting nonlinear time series with neural network sieve bootstrap
Resampling DEA estimates of investment fund performance
Resampling time series using missing values techniques
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
On sieve bootstrap prediction intervals.
Bootstraps for time series
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Bootstrap Unit-Root Tests: Comparison and Extensions
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
Optimal portfolios with end-of-period target
Time series clustering based on nonparametric multidimensional forecast densities
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
A sieve bootstrap test for stationarity.
Bootstrapping INAR models
On the Vector Autoregressive Sieve Bootstrap
Properties of a block bootstrap under long-range dependence
Bootstrapping I(1) data
Bootstrap Methods for Time Series
Approximating Markov Chains for Bootstrapping and Simulation
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Sieve Extremum Estimates for Weakly Dependent Data
Sieve bootstrap for smoothing in nonstationary time series
Detrending Bootstrap Unit Root Tests
On the range of validity of the autoregressive sieve bootstrap
Detecting Common Longevity Trends by a Multiple Population Approach
Bootstrap methods for dependent data: a review
On bootstrapping panel factor series
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
Testing for structural change in regression with long memory processes
Multiple mortality modeling in Poisson Lee–Carter framework
A note on the empirics of the neoclassical growth model
Blockwise bootstrap testing for stationarity
Bootstrap-assisted tests of symmetry for dependent data
Bootstrapping continuous-time autoregressive processes
A bootstrap test for time series linearity
The impact of bootstrap methods on time series analysis
Tests for \(m\)-dependence based on sample splitting methods
Bootstrap-based ARMA order selection
Robust estimation of a time series model with structural change
Hermite expansion and estimation of monotonic transformations of Gaussian data
Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed
Testing for boundary conditions in case of fractionally integrated processes
Re-colouring the Intensity-Based Bootstrap for Point Processes
Title not available (Why is that?)
MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION
Comparison of classical and Bayesian approaches for intervention analysis
Bootstrap approaches for estimation and confidence intervals of long memory processes
Bootstrap prediction intervals for autoregressive conditional duration models
A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
A single-index model procedure for interpolation intervals in time series
Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study
Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Sieve bootstrap prediction intervals
Bootstrapping Threshold Autoregressive Models
Likelihood ratio test for change in persistence
Bootstrap rank tests for trend in time series
Model-free bootstrap for a general class of stationary time series
A generalized least squares estimation method for the autoregressive conditional duration model
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
Normality tests for dependent data: large-sample and bootstrap approaches
The Multistep Beveridge–Nelson Decomposition
Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
Testing for Breaks in Regression Models with Dependent Data
Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap

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