Discussion on: ``Bootstrap methods for dependent data: a review

DOI10.1016/j.jkss.2011.07.003zbMath1296.62166OpenAlexW1963769846WikidataQ115202516 ScholiaQ115202516MaRDI QIDQ5966192

Dimitris N. Politis, Sílvia Gonçalves

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.07.003

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cites Work

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• Maximum likelihood and the bootstrap for nonlinear dynamic models
• Resampling methods for spatial regression models under a class of stochastic designs
• A note on the stationary bootstrap's variance
• Resampling a coverage pattern
• GARCH (1,1) processes are near epoch dependent
• A maximal inequality and dependent strong laws
• Second-order correctness of the blockwise bootstrap for stationary observations
• Fitting time series models to nonstationary processes
• Regular variation of GARCH processes.
• Theoretical comparisons of block bootstrap methods
• Generalized autoregressive conditional heteroscedasticity
• Jackknife, bootstrap and other resampling methods in regression analysis
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
• On the Kullback-Leibler information divergence of locally stationary processes
• Tapered block bootstrap
• Non-strong mixing autoregressive processes
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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• The Stationary Bootstrap
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• The tapered block bootstrap for general statistics from stationary sequences
• MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
• The Dependent Wild Bootstrap
• FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
• Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
• The Error in Rejection Probability of Simple Autocorrelation Robust Tests
• Bootstrap Standard Error Estimates for Linear Regression

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