A simple bootstrap method for time series

DOI10.1080/03610918.2011.598988zbMATH Open1296.62065OpenAlexW2049772256MaRDI QIDQ4906443FDOQ4906443

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

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Mathematics Subject Classification ID

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

Cites Work

• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
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• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• On bootstrapping kernel spectral estimates
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• Bootstraps for time series
• The threshold bootstrap and threshold jackknife
• Simulation output analysis using the threshold bootstrap

Cited In (24)

• 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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• The impact of bootstrap methods on time series analysis

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