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)

Recommendations

• Bootstrap Methods for Time Series
• Bootstrapping time series models
• scientific article; zbMATH DE number 1070513
• An overview of bootstrap methods for estimating and predicting in time series
• Sieve bootstrap for time series

Cites work

• 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
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• 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

(26)

• An overview of bootstrap methods for estimating and predicting in time series
• Local block bootstrap
• The scale enhanced wild bootstrap method for evaluating climate models using wavelets
• The threshold bootstrap and threshold jackknife
• A bootstrap-based KPSS test for functional time series
• Climate time series analysis. Classical statistical and bootstrap methods
• Wavestrapping time series: Adaptive wavelet-based bootstrapping
• Resampling methods for time series level crossings
• Random weighting estimation of sampling distributions via importance resampling
• Resampling and Subsampling for Financial Time Series
• Bootstrapping a time series model: some empirical results
• Properties of a fourier bootstrap method for time series
• scientific article; zbMATH DE number 638111 (Why is no real title available?)
• scientific article; zbMATH DE number 1070513 (Why is no real title available?)
• Recent developments in bootstrapping time series
• On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
• The Hybrid Wild Bootstrap for Time Series
• A simple bootstrap test for time series regression models
• scientific article; zbMATH DE number 218656 (Why is no real title available?)
• Bootstrap Methods for Time Series
• scientific article; zbMATH DE number 834115 (Why is no real title available?)
• Random weighting-based quantile estimation via importance resampling
• Time Series
• Wavelet-Based Bootstrap for Time Series Analysis
• The impact of bootstrap methods on time series analysis
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain

This page was built for publication: A simple bootstrap method for time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4906443)