scientific article; zbMATH DE number 774870
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(42)- On the use of the bootstrap for estimating functions with functional data
- Testing the martingale difference hypothesis using integrated regression functions
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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- On the validity of the bootstrap in non-parametric functional regression
- A partial overview of the theory of statistics with functional data
- Efficient estimation of general dynamic models with a continuum of moment conditions
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- A bootstrapped spectral test for adequacy in weak ARMA models
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- Discussion on: ``Bootstrap methods for dependent data: a review
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- Functional sieve bootstrap for the partial sum process with an application to change-point detection
- A bootstrap-assisted spectral test of white noise under unknown dependence
- On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
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