Local block bootstrap inference for trending time series

DOI10.1007/S00184-012-0413-9MaRDI QIDQ2392259zbMATH OpenOpenAlexFDO

Authors Arif Dowla, Efstathios Paparoditis, Dimitris Politis

Publication date 1 August 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-012-0413-9

zbMATH Keywords

dependent datakernel smoothinglocal stationarityregression

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Bootstrap methods for dependent data: a review
• Bootstrap methods: another look at the jackknife
• Fitting time series models to nonstationary processes
• Fixed design regression for time series: Asymptotic normality
• scientific article; zbMATH DE number 3651578 (Why is no real title available?)
• scientific article; zbMATH DE number 469330 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Inference For Autocorrelations Under Weak Assumptions
• Local block bootstrap
• Nonparametric regression estimation under mixing conditions
• Nonparametric regression with long-range dependence
• On blocking rules for the bootstrap with dependent data
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On the Kullback-Leibler information divergence of locally stationary processes
• Resampling methods for dependent data
• Sieve bootstrap for smoothing in nonstationary time series
• The jackknife and the bootstrap for general stationary observations

Cited in

(6)

• Local block bootstrap
• Indirect inference for locally stationary models
• Predictive inference for locally stationary time series with an application to climate data
• A bootstrap functional central limit theorem for time-varying linear processes
• A time-span-focussed test for independence of time-varying linear processes
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

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