scientific article; zbMATH DE number 2206052

MaRDI QIDQ5317360zbMATH OpenFDO

Authors Soumendra N. Lahiri

Publication date 16 September 2005

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Cited in

(7)

• Stationary bootstrapping for semiparametric panel unit root tests
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• Theoretical comparisons of block bootstrap methods
• Predictive quantile regressions under persistence and conditional heteroskedasticity
• Stationary bootstrapping realized volatility
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
• Stationary bootstrap for kernel density estimators under -weak dependence

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