Local block bootstrap inference for trending time series

DOI10.1007/s00184-012-0413-9zbMath1268.62111OpenAlexW2140852638MaRDI QIDQ2392259

Dimitris N. Politis, Efstathios Paparoditis, Arif Dowla

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

kernel smoothingregressiondependent datalocal stationarity

Mathematics Subject Classification ID

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

Related Items

A bootstrap functional central limit theorem for time-varying linear processes, Indirect inference for locally stationary models, Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

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