Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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Cites work
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- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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- Sieve bootstrap for time series
- The impact of bootstrap methods on time series analysis
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Cited in
(53)- Linear process bootstrap unit root test
- Exploring the sources of uncertainty: why does bagging for time series forecasting work?
- Estimation of autocovariance matrices for high dimensional linear processes
- Model-free bootstrap for a general class of stationary time series
- A rank-based high-dimensional test for equality of mean vectors
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Comparison of nonlinear curves and surfaces
- Hypothesis testing for high-dimensional time series via self-normalization
- Bootstrapping factor models with cross sectional dependence
- Compressed covariance estimation with automated dimension learning
- High-dimensional autocovariance matrices and optimal linear prediction
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Model-free model-fitting and predictive distributions
- Design-free estimation of variance matrices
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Estimation of inverse autocovariance matrices for long memory processes
- Nonlinear spectral density estimation: thresholding the correlogram
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
- Banding sample autocovariance matrices of stationary processes
- Fixed-smoothing asymptotics for time series
- Limiting spectral distribution of sample autocovariance matrices
- Resampling the autocovariance estimator in stationary gaussian processes
- Covariance estimation: the GLM and regularization perspectives
- Covariance matrix estimation for stationary time series
- A Durbin-Levinson regularized estimator of high-dimensional autocovariance matrices
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
- Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies
- Estimating Wold matrices and vector moving average processes
- Predictive inference for locally stationary time series with an application to climate data
- scientific article; zbMATH DE number 7376767 (Why is no real title available?)
- Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices
- Bootstrap procedures for variance breaks test in time series with a changing trend
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Discussion on: ``Bootstrap methods for dependent data: a review
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
- Bootstrap inference under cross‐sectional dependence
- Inference for high‐dimensional linear models with locally stationary error processes
- Semi-parametric inference for large-scale data with temporally dependent noise
- Prediction in Locally Stationary Time Series
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Spectrum of high-dimensional sample covariance and related matrices: a selective review
- Simultaneous statistical inference for second order parameters of time series under weak conditions
- Validating approximate slope homogeneity in large panels
- Inverse autocovariance estimates
- Another Look at Dependence: The Most Predictable Aspects of Time Series
- Inference for partial correlations of a multivariate Gaussian time series
- Bootstrap methods for dependent data: a review
- Toward optimal model averaging in regression models with time series errors
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