On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis

DOI10.1080/02331880210931zbMATH Open0997.62029OpenAlexW3121537460MaRDI QIDQ4547553FDOQ4547553

Authors: Michael H. Neumann 

Publication date: 14 November 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4501

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zbMATH Keywords

bootstrapweak dependencestrong approximationnonparametric autoregressionwhitening by windowing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Cited In (2)

• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗
• Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space

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