Dependent Wild Bootstrap for the Empirical Process
From MaRDI portal
Publication:5251501
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
bootstrap; time series; empirical process; quantiles; \(V\)-statistics; Kolmogorov-Smirnov test; absolute regularity
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
Cites Work
- Unnamed Item
- Unnamed Item
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Absolute continuity of functionals of supremum type for Gaussian processes
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Absolutely regular empirical processes and universal entropy
- Mixing: Properties and examples
- Validity of blockwise bootstrap for empirical processes with stationary observations
- Blockwise bootstrapped empirical process for stationary sequences
- Inequalities for absolutely regular sequences: application to density estimation
- A new weak dependence condition and applications to moment inequalities
- Jackknife, bootstrap and other resampling methods in regression analysis
- The jackknife and the bootstrap for general stationary observations
- The blockwise bootstrap for general empirical processes of stationary sequences
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
- Tapered block bootstrap
- The Dependent Wild Bootstrap