Dependent Wild Bootstrap for the Empirical Process

DOI10.1111/jtsa.12106zbMath1325.62065MaRDI QIDQ5251501

Anne Leucht, Paul Doukhan, Gabriel Lang, Michael H. Neumann

Publication date: 20 May 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://madoc.bib.uni-mannheim.de/35246/4/Doukhan%2C_Lang%2C_Leucht%2C_Neumann_14-01.pdf

zbMATH Keywords

bootstrap; time series; empirical process; quantiles; \(V\)-statistics; Kolmogorov-Smirnov test; absolute regularity

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F40: Bootstrap, jackknife and other resampling methods

Related Items

Block Bootstrap for the Empirical Process of Long‐Range Dependent Data, Tests for Scale Changes Based on Pairwise Differences, Weak convergence for stationary bootstrap empirical processes of associated sequences, Sequential block bootstrap in a Hilbert space with application to change point analysis, Specification tests for time-varying coefficient models, Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, An introduction to functional data analysis and a principal component approach for testing the equality of mean curves, Change-point detection and bootstrap for Hilbert space valued random fields, Change-point methods for multivariate time-series: paired vectorial observations, Inference for local distributions at high sampling frequencies: a bootstrap approach

Uses Software

• R

Cites Work

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