Sieve bootstrap for functional time series
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Publication:1990591
DOI10.1214/17-AOS1667zbMath1420.62392arXiv1609.06029OpenAlexW2963256730MaRDI QIDQ1990591
Publication date: 25 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06029
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)
Related Items
Principal Component Analysis of Spatially Indexed Functions, Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series, Bootstrap Prediction Bands for Functional Time Series, Bootstrap methods for stationary functional time series, Functional GARCH models: the quasi-likelihood approach and its applications, A bootstrap-based KPSS test for functional time series, Nonlinear autoregressive sieve bootstrap based on extreme learning machines, Double bootstrapping for visualizing the distribution of descriptive statistics of functional data, Bootstrapping covariance operators of functional time series, Testing equality of spectral density operators for functional processes, Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
Uses Software
Cites Work
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