The Hybrid Wild Bootstrap for Time Series
DOI10.1080/01621459.2012.695664zbMATH Open1443.62272OpenAlexW2062764927MaRDI QIDQ4648552FDOQ4648552
Efstathios Paparoditis, Jens-Peter Kreiß
Publication date: 9 November 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.695664
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Cited In (10)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- A frequency domain bootstrap for general multivariate stationary processes
- Multiplier subsample bootstrap for statistics of time series
- Statistical analysis of irregularly spaced spatial data in frequency domain
- A blockwise empirical likelihood method for time series in frequency domain inference
- Rejoinder: ``Bootstrap methods for dependent data: a review
- Extending the validity of frequency domain bootstrap methods to general stationary processes
- Inference for the fourth-order innovation cumulant in linear time series
- Testing for Stationarity in Multivariate Locally Stationary Processes
- Measuring the degree of non-stationarity of a time series
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