Recent Developments in Bootstrap Methods for Dependent Data
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Publication:5251499
DOI10.1111/jtsa.12128zbMath1315.00084OpenAlexW1976088808MaRDI QIDQ5251499
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Publication date: 20 May 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12128
Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)
Related Items (3)
Bootstrap in semi-functional partial linear regression under dependence ⋮ Unnamed Item ⋮ Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
Cites Work
- Unnamed Item
- On the range of validity of the autoregressive sieve bootstrap
- Bootstrap methods for dependent data: a review
- Regenerative block-bootstrap for Markov chains
- On smoothing and the bootstrap
- Bootstrap methods: another look at the jackknife
- Resampling methods for dependent data
- Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
- The Dependent Wild Bootstrap
- The bootstrap in econometrics
- The impact of bootstrap methods on time series analysis
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