On the range of validity of the autoregressive sieve bootstrap
From MaRDI portal
Publication:651026
DOI10.1214/11-AOS900zbMath1227.62067arXiv1201.6211MaRDI QIDQ651026
Dimitris N. Politis, Jens-Peter Kreiss, Efstathios Paparoditis
Publication date: 8 December 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.6211
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62M15: Inference from stochastic processes and spectral analysis
62G09: Nonparametric statistical resampling methods
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