A simple bootstrap method for time series

DOI10.1080/03610918.2011.598988MaRDI QIDQ4906443zbMATH OpenOpenAlexFDO

Authors Yuzhi Cai, Neville Davies

Publication date 11 February 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.598988

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• Bootstrap methods: another look at the jackknife
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• Bootstraps for time series
• On bootstrapping kernel spectral estimates
• Simulation output analysis using the threshold bootstrap
• The jackknife and the bootstrap for general stationary observations
• The threshold bootstrap and threshold jackknife

Cited in

(24)

• The impact of bootstrap methods on time series analysis
• The scale enhanced wild bootstrap method for evaluating climate models using wavelets
• Recent developments in bootstrapping time series
• An overview of bootstrap methods for estimating and predicting in time series
• scientific article; zbMATH DE number 638111 (Why is no real title available?)
• The Hybrid Wild Bootstrap for Time Series
• The threshold bootstrap and threshold jackknife
• Climate time series analysis. Classical statistical and bootstrap methods
• Resampling and Subsampling for Financial Time Series
• Time Series
• On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
• scientific article; zbMATH DE number 834115 (Why is no real title available?)
• Wavestrapping time series: Adaptive wavelet-based bootstrapping
• Local block bootstrap
• Resampling methods for time series level crossings
• Bootstrap Methods for Time Series
• A bootstrap-based KPSS test for functional time series
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• scientific article; zbMATH DE number 218656 (Why is no real title available?)
• A simple bootstrap test for time series regression models
• Wavelet-Based Bootstrap for Time Series Analysis
• Random weighting-based quantile estimation via importance resampling
• Bootstrapping a time series model: some empirical results
• Random weighting estimation of sampling distributions via importance resampling

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