Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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Publication:3103202
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Cited in
(49)- Bootstrap procedures for variance breaks test in time series with a changing trend
- Bootstrap inference under cross‐sectional dependence
- Inference for high‐dimensional linear models with locally stationary error processes
- Covariance estimation: the GLM and regularization perspectives
- Estimation of autocovariance matrices for high dimensional linear processes
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Model-free model-fitting and predictive distributions
- Banding sample autocovariance matrices of stationary processes
- Semi-parametric inference for large-scale data with temporally dependent noise
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
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- Design-free estimation of variance matrices
- Frequency domain bootstrap for ratio statistics under long-range dependence
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- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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