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)

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

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