Simultaneous statistical inference for second order parameters of time series under weak conditions

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Cites Work

Time series: theory and methods.
Subsampling
HAC estimation in a spatial framework
Automatic Block-Length Selection for the Dependent Bootstrap
Extreme value theory. An introduction.
On the range of validity of the autoregressive sieve bootstrap
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Gaussian approximation for high dimensional time series
Gaussian approximation for high dimensional vector under physical dependence
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Asymptotic spectral theory for nonlinear time series
Gaussian approximations for non-stationary multiple time series
A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
Nonlinear system theory: Another look at dependence
Title not available (Why is that?)
Autoregressive process modeling via the Lasso procedure
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Validating stationarity assumptions in time series analysis by rolling local periodograms
On a measure of lack of fit in time series models
Nonparametric kernel regression subject to monotonicity constraints
Banding sample autocovariance matrices of stationary processes
Title not available (Why is that?)
Predictive inference for locally stationary time series with an application to climate data
Nonparametric regression for locally stationary time series
Time-varying nonlinear regression models: nonparametric estimation and model selection
Fourier analysis of time series. An introduction.
The dependent wild bootstrap
Time series analysis by state space methods.
Testing for stationarity in multivariate locally stationary processes
HAC estimation in spatial panels
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
Title not available (Why is that?)
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Nonparametric regression with infinite order flat-top kernels
Autoregressive-aided periodogram bootstrap for time series
A limit theorem for quadratic forms and its applications
Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes
Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
A note on general quadratic forms of nonstationary stochastic processes
Title not available (Why is that?)
Inference for the fourth-order innovation cumulant in linear time series
Extending the validity of frequency domain bootstrap methods to general stationary processes
Towards a general theory for nonlinear locally stationary processes
Inference of weighted \(V\)-statistics for nonstationary time series and its applications
Bootstrapping Whittle estimators
Extending the range of validity of the autoregressive (sieve) bootstrap
Change point analysis of correlation in non-stationary time series
Time Series
Ridge regression revisited: debiasing, thresholding and bootstrap
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Inference for non-stationary time series regression with or without inequality constraints
Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors

This page was built for publication: Simultaneous statistical inference for second order parameters of time series under weak conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656624)