Recommendations
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
- Autoregressive-aided periodogram bootstrap for time series
- Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
- Three tests for the existence of cycles in time series
- Testing periodicity in time series models -- A recommendation of bootstrap models
Cites work
- scientific article; zbMATH DE number 3982353 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Nonparametric Test for I(0)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A limit theory for long-range dependence and statistical inference on related models
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- An exponential model for the spectrum of a scalar time series
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- Bootstrap methods: another look at the jackknife
- Bootstrap specification tests for linear covariance stationary processes
- Bootstrapping general empirical measures
- Consistent autoregressive spectral estimates
- Distribution free goodness-of-fit tests for linear processes
- Efficient Tests of Nonstationary Hypotheses
- Fractional differencing
- Gaussian estimation of parametric spectral density with unknown pole
- Gaussian semiparametric estimation of long range dependence
- Invariance principles for dependent variables
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Mixing: Properties and examples
- ON GENERALIZED FRACTIONAL PROCESSES
- On The Spectrum Of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition I. Necessary Conditions
- On convergence rates of suprema
- On large-sample estimation for the mean of a stationary random sequence
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- On the Strong Mixing Property for Linear Sequences
- On the rate of convergence of normal extremes
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
- Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
- Some Limit Theorems for Random Functions. I
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- Some mixing properties of time series models
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- Testing for nonlinearity in time series: the method of surrogate data
- The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
- The asymptotic theory of linear time-series models
- Time series regression with long-range dependence
- Time series: theory and methods.
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Cited in
(10)- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
- Estimation of fractional integration under temporal aggregation
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
- A bivariate fractionally cointegrated relationship in the context of cyclical structures
- Modelling structural breaks, long memory and stock market volatility: an overview
- Unemployment and entrepreneurship: a cyclical relation?
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- The cyclical structure of the UK inflation rate: 1210--2016
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
- Modelling cycles in climate series: the fractional sinusoidal waveform process
This page was built for publication: A parametric bootstrap test for cycles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q265115)
