THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS

DOI10.1017/S0266466602186051zbMATH Open1181.62056OpenAlexW3023021240MaRDI QIDQ4807337FDOQ4807337

Authors: Sílvia Gonçalves, Halbert White

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602186051

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Cited In (37)

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The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
Empirical likelihood block bootstrapping
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Bootstrapping pre-averaged realized volatility under market microstructure noise
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A WILD BOOTSTRAP FOR DEPENDENT DATA
Bootstrap conditional distribution tests in the presence of dynamic misspecification
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Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
Asymptotic inference about predictive accuracy using high frequency data
Evaluation of volatility predictions in a VaR framework
Stationary bootstrapping realized volatility
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
Bootstrapping factor models with cross sectional dependence
Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
A nonparametric test for a constant correlation matrix
On bootstrapping periodic random arrays with increasing period
Optimal difference-based variance estimators in time series: a general framework
Multi-Horizon Forecast Comparison
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The moving blocks bootstrap for panel linear regression models with individual fixed effects
Block bootstrap consistency under weak assumptions
Efficient bootstrap with weakly dependent processes
On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
On inference validity of weighted U-statistics under data heterogeneity
Moment condition tests for heavy tailed time series
Estimating the variance of a combined forecast: bootstrap-based approach
Stationary bootstrapping realized volatility under market microstructure noise
Bootstrap for \(U\)-statistics: a new approach
Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
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Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
Discussion on: ``Bootstrap methods for dependent data: a review
Local Gaussian Autocorrelation and Tests for Serial Independence

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