Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap

DOI10.1111/jtsa.12275zbMath1392.62263OpenAlexW2780040514MaRDI QIDQ4640224

Maria Fragkeskou, Efstathios Paparoditis

Publication date: 16 May 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12275

zbMATH Keywords

bootstrapweak dependenceautoregressionhigher order moment structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Nonparametric Anomaly Detection on Time Series of Graphs ⋮ A frequency domain bootstrap for general multivariate stationary processes ⋮ Clustering nonlinear time series with neural network bootstrap forecast distributions ⋮ Nonlinear autoregressive sieve bootstrap based on extreme learning machines ⋮ A Generalised Fractional Differencing Bootstrap for Long Memory Processes

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