THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

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

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