scientific article; zbMATH DE number 2206052

MaRDI QIDQ5317360zbMATH OpenFDO

Authors Soumendra N. Lahiri

Publication date 16 September 2005

Mathematics Subject Classification ID

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

Cited in

(7)

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

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