Properties of the nonparametric autoregressive bootstrap
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Publication:4677009
DOI10.1111/1467-9892.00278zbMath1062.62173OpenAlexW3122381600MaRDI QIDQ4677009
Enno Mammen, Jürgen Franke, Michael H. Neumann, Jens-Peter Kreiss
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/20796/1/beitrag.52.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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Cites Work
- Markov chains and stochastic stability
- Mixing: Properties and examples
- Subsampling for heteroskedastic time series
- Regression-type inference in nonparametric autoregression
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- Unnamed Item
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