Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
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Publication:434926
DOI10.1016/J.CSDA.2011.10.001zbMath1243.62060OpenAlexW2080325297MaRDI QIDQ434926
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.001
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)
Related Items (6)
Stationary bootstrapping for semiparametric panel unit root tests ⋮ Stationary bootstrapping realized volatility ⋮ Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ Stationary bootstrapping realized volatility under market microstructure noise ⋮ Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence ⋮ Kernel estimators of mode under \(\psi\)-weak dependence
Uses Software
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