A WILD BOOTSTRAP FOR DEPENDENT DATA
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Publication:6042894
Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- A bootstrap procedure in linear regression with nonstationary errors
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Adaptive estimation of autoregressive models with time-varying variances
- Asymptotic and bootstrap inference for inequality and poverty measures
- Automatic Block-Length Selection for the Dependent Bootstrap
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap methods: another look at the jackknife
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
- Bootstrapping pre-averaged realized volatility under market microstructure noise
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Heteroskedastic time series with a unit root
- Higher order properties of the wild bootstrap under misspecification
- Inference in Autoregression under Heteroskedasticity
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
- Jackknife, bootstrap and other resampling methods in regression analysis
- Maximum likelihood and the bootstrap for nonlinear dynamic models
- On the validity of the formal Edgeworth expansion
- Resampling methods for dependent data
- Second-order correctness of the blockwise bootstrap for stationary observations
- Subsampling for heteroskedastic time series
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- Tapered block bootstrap
- Testing for distributional change in time series
- Testing for unit roots in time series models with non-stationary volatility
- The Stationary Bootstrap
- The bootstrap and Edgeworth expansion
- The dependent wild bootstrap
- The jackknife and the bootstrap for general stationary observations
- The tapered block bootstrap for general statistics from stationary sequences
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Unit Root Tests under Time-Varying Variances
Cited in
(4)- scientific article; zbMATH DE number 6026913 (Why is no real title available?)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Wild Bootstrap Tests for IV Regression
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
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