Local block bootstrap

DOI10.1016/S1631-073X(02)02578-5zbMath1023.62049OpenAlexW2006327951MaRDI QIDQ1565905

Dimitris N. Politis, Efstathios Paparoditis

Publication date: 27 May 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02578-5

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS ⋮ Local block bootstrap inference for trending time series ⋮ Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series ⋮ BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE ⋮ A bootstrap functional central limit theorem for time-varying linear processes ⋮ BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS ⋮ Indirect inference for locally stationary models ⋮ On inference validity of weighted U-statistics under data heterogeneity ⋮ Bootstrapping the Local Periodogram of Locally Stationary Processes ⋮ The impact of bootstrap methods on time series analysis ⋮ Bootstrap methods for dependent data: a review ⋮ Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

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