scientific article; zbMATH DE number 1392476

MaRDI QIDQ4936192zbMATH OpenFDO

Authors Meinert Mellows

Publication date 24 January 2000

zbMATH Keywords

bootstrapnonlinear time seriesnonnormal distributionssimulationstests for nonlinearity

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
• Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space
• Boosting techniques for nonlinear time series models
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗
• Comparison of the bootstrap and bootstrap neural network methods in non linear time series
• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
• A simple bootstrap test for time series regression models
• Bootstrap order selection for SETAR models

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