Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
From MaRDI portal
Publication:419156
DOI10.1016/j.spl.2011.12.001zbMath1408.62083OpenAlexW2074831794MaRDI QIDQ419156
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.001
Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)
Related Items (8)
Infinite-order, long-memory heterogeneous autoregressive models ⋮ Stationary bootstrapping for semiparametric panel unit root tests ⋮ Bootstrap inference for network vector autoregression in large-scale social network ⋮ Stationary bootstrapping realized volatility ⋮ Stationary bootstrapping realized volatility under market microstructure noise ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unit root testing via the stationary bootstrap
- An exponential inequality under weak dependence
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- A note on the stationary bootstrap's variance
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- Bootstrapping the sample means for stationary mixing sequences
- Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
- A new weak dependence condition and applications to moment inequalities
- Coupling for \(\tau\)-dependent sequences and applications
- The jackknife and the bootstrap for general stationary observations
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Consistency of the stationary bootstrap under weak moment conditions
- Stationary bootstrapping for cointegrating regressions
- A triangular central limit theorem under a new weak dependence condition
- A study on moment inequalities under a weak dependence
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Functional Estimation of a Density Under a New Weak Dependence Condition
- Moment inequalities for mixing sequences of random variables
- Moment bounds for stationary mixing sequences
- The Stationary Bootstrap
- Bootstrapping unit root tests for integrated processes
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
This page was built for publication: Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
