Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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Publication:3608196
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Cited in
(28)- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- A bootstrap approximation for the distribution of the local Whittle estimator
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
- Bootstrap testing for discontinuities under long-range dependence
- Bias Correction of Persistence Measures in Fractionally Integrated Models
- Bootstrap tests for fractional integration and cointegration: a comparison study
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
- Long memory and fractional differencing: revisiting Clive W. J. Granger's contributions and further developments
- Properties of a block bootstrap under long-range dependence
- Bootstrap rank tests for trend in time series
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes
- Bootstrap methods for dependent data: a review
- Normality tests for dependent data: large-sample and bootstrap approaches
- Improved seasonal Mann-Kendall tests for trend analysis in water resources time series
- Properties of the neural network sieve bootstrap
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
- Bootstrap approaches for estimation and confidence intervals of long memory processes
- A generalised fractional differencing bootstrap for long memory processes
- Testing for boundary conditions in case of fractionally integrated processes
- On the range of validity of the autoregressive sieve bootstrap
- Monitoring mean and variance change-points in long-memory time series
- Confidence intervals with higher accuracy for short and long-memory linear processes
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
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