The Hybrid Wild Bootstrap for Time Series

DOI10.1080/01621459.2012.695664MaRDI QIDQ4648552zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

bootstrapperiodogramlinear processspectral meansnonparametric kernel estimation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• A frequency domain bootstrap for ratio statistics in time series analysis
• A frequency domain empirical likelihood for short- and long-range dependence
• Asymptotic normality of spectral estimates
• Asymptotic normality, strong mixing and spectral density estimates
• Asymptotic spectral theory for nonlinear time series
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• Autoregressive-aided periodogram bootstrap for time series
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Discussion on: ``Bootstrap methods for dependent data: a review
• Jackknife, bootstrap and other resampling methods in regression analysis
• On bootstrapping kernel spectral estimates
• Simultaneous confidence bands in spectral density estimation
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• The Local Bootstrap for Periodogram Statistics
• The multiple hybrid bootstrap -- resampling multivariate linear processes
• Time series: theory and methods.
• When does bootstrap work! Asymptotic results and simulations
• Wild bootstrap for quantile regression

Cited in

(14)

• 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
• The dependent wild bootstrap
• Testing for stationarity in multivariate locally stationary processes
• Rejoinder: ``Bootstrap methods for dependent data: a review
• Extending the validity of frequency domain bootstrap methods to general stationary processes
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
• Inference for the fourth-order innovation cumulant in linear time series
• The multiple hybrid bootstrap -- resampling multivariate linear processes
• Estimated Wold representation and spectral-density-driven bootstrap for time series
• Measuring the degree of non-stationarity of a time series

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