Model-free bootstrap for a general class of stationary time series

DOI10.3150/21-BEJ1352MaRDI QIDQ2136992FDOQ2136992

Authors Dimitris Politis, Yiren Wang

Publication date 16 May 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.13185

zbMATH Keywords

confidence intervalstransformation functionbootstrap validitym-approximation

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx) Inference from stochastic processes (62Mxx)

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Cited in

(3)

• Model-free Bootstrap for a General Class of Stationary Time Series
• Model-free prediction of time series: a nonparametric approach
• Model-free bootstrap for a general class of stationary time series

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