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

DOI10.1016/j.jkss.2011.07.001zbMath1296.62169OpenAlexW2066782028MaRDI QIDQ5966194

Carsten Jentsch, Enno Mammen

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.2011.07.001

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)

Related Items (1)

BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS

Cites Work

• On the range of validity of the autoregressive sieve bootstrap
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

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