Bootstrapping locally stationary processes

DOI10.1111/RSSB.12068MaRDI QIDQ5379909zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Jens-Peter Kreiß

Publication date 14 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12068

zbMATH Keywords

bootstrapkernel estimationweak convergenceperiodogramlocally stationary processes

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Density estimation (62G07) Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited in

(22)

• Indirect inference for locally stationary models
• On a local uniform bootstrap validity
• Towards a general theory for nonlinear locally stationary processes
• Simultaneous inference for time-varying models
• Minimum distance estimation of locally stationary moving average processes
• A bootstrap functional central limit theorem for time-varying linear processes
• Bootstrapping regression models with locally stationary disturbances
• The hierarchical spectral merger algorithm: a new time series clustering procedure
• Local block bootstrap inference for trending time series
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• Autoregressive-aided periodogram bootstrap for time series
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
• On inference validity of weighted U-statistics under data heterogeneity
• Irregular nonparametric autoregression
• Moving Fourier analysis for locally stationary processes with the bootstrap in view
• Inference for modulated stationary processes
• The local bootstrap for Markov processes
• The local partial autocorrelation function and some applications
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Bootstrap methods for dependent data: a review
• Measuring the degree of non-stationarity of a time series
• The local fractional bootstrap

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