Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
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Publication:434926
DOI10.1016/j.csda.2011.10.001zbMath1243.62060MaRDI QIDQ434926
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.001
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
Related Items
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, Kernel estimators of mode under \(\psi\)-weak dependence, Stationary bootstrapping realized volatility under market microstructure noise, Stationary bootstrapping for semiparametric panel unit root tests, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Stationary bootstrapping realized volatility
Uses Software
Cites Work
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