The Hybrid Wild Bootstrap for Time Series

DOI10.1080/01621459.2012.695664zbMath1443.62272MaRDI QIDQ4648552

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

bootstrap; linear process; periodogram; spectral means; nonparametric kernel estimation

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

62F40: Bootstrap, jackknife and other resampling methods

Related Items

Rejoinder: ``Bootstrap methods for dependent data: a review, Extending the validity of frequency domain bootstrap methods to general stationary processes, Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis, Inference for the Fourth-Order Innovation Cumulant in Linear Time Series, Testing for Stationarity in Multivariate Locally Stationary Processes

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