Sieve bootstrap for time series

DOI10.2307/3318584zbMATH Open0874.62102OpenAlexW1976779238MaRDI QIDQ1363399FDOQ1363399

Authors: Peter Bühlmann 

Publication date: 13 November 1997

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1177526726

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zbMATH Keywords

residualsconsistencyrate of convergenceARMAautoregressive approximationAkaike information criterionautoregressive processesblockwise bootstrapsieve bootstrapthreshold modellinear processstationary sequencemodel-freeAR\((p(n))\) modelautoregressive spectrum

Mathematics Subject Classification ID

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

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