A Simple Bootstrap Method for Time Series
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Publication:4906443
DOI10.1080/03610918.2011.598988zbMath1296.62065OpenAlexW2049772256MaRDI QIDQ4906443
Publication date: 11 February 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.598988
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Cites Work
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- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping regression models
- On bootstrapping kernel spectral estimates
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
- Bootstrap methods: another look at the jackknife
- The jackknife and the bootstrap for general stationary observations
- Bootstraps for time series
- The threshold bootstrap and threshold jackknife
- Simulation output analysis using the threshold bootstrap
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