The Hybrid Wild Bootstrap for Time Series

DOI10.1080/01621459.2012.695664zbMath1443.62272OpenAlexW2062764927MaRDI QIDQ4648552

Efstathios Paparoditis, Jens-Peter Kreiss

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.695664

zbMATH Keywords

bootstraplinear processperiodogramspectral meansnonparametric kernel estimation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (6)

Testing for Stationarity in Multivariate Locally Stationary Processes ⋮ A frequency domain bootstrap for general multivariate stationary processes ⋮ Extending the validity of frequency domain bootstrap methods to general stationary processes ⋮ Inference for the Fourth-Order Innovation Cumulant in Linear Time Series ⋮ Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis ⋮ Rejoinder: ``Bootstrap methods for dependent data: a review

Cites Work

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• The multiple hybrid bootstrap -- resampling multivariate linear processes
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• Autoregressive-aided periodogram bootstrap for time series
• Jackknife, bootstrap and other resampling methods in regression analysis
• A frequency domain empirical likelihood for short- and long-range dependence
• Asymptotic spectral theory for nonlinear time series
• Wild bootstrap for quantile regression
• Simultaneous confidence bands in spectral density estimation
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• The Local Bootstrap for Periodogram Statistics

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