The Block-Block Bootstrap for Time Series
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Publication:2859302
DOI10.1080/03610926.2011.611605zbMath1462.62256OpenAlexW2045716054MaRDI QIDQ2859302
Publication date: 7 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.611605
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Bootstrapping GMM estimators for time series
- Inverse probability weighted estimation for general missing data problems
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
- Second-order correctness of the blockwise bootstrap for stationary observations
- The jackknife and the bootstrap for general stationary observations
- On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Nonparametric Prewhitened Covariance Estimator
- On blocking rules for the bootstrap with dependent data
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
- the Block-Block Bootstrap: Improved Asymptotic Refinements
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