Bootstrap of kernel smoothing in nonlinear time series

zbMath1006.62038MaRDI QIDQ1611560

Jens-Peter Kreiss, Enno Mammen, Jürgen Franke

Publication date: 9 March 2003

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

bootstrapkernel estimatesbandwidth selectionnonparametric time serieslocal polynomial estimatesnonparametric heteroscedastic autoregression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)

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