Bootstrap confidence intervals for conditional density function in Markov processes

DOI10.1080/03610918.2019.1642487OpenAlexW2963019455MaRDI QIDQ5086392

Inés Barbeito, Dimitris N. Politis, Ricardo Cao

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1642487

zbMATH Keywords

kernel methodlocal bootstrapmodel-free bootstrapbootstrap for autoregressive models

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-free prediction and regression. A transformation-based approach to inference
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Time series analysis: Methods and applications
• Elements of nonlinear time series analysis and forecasting
• Bootstrap methods for dependent data: a review
• Bootstrap in Markov-sequences based on estimates of transition density
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• 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
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• Bootstrap prediction intervals for Markov processes
• The jackknife and the bootstrap for general stationary observations
• The local bootstrap for Markov processes
• The jackknife and bootstrap
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach
• Non-linear time series and Markov chains
• Double block bootstrap confidence intervals for dependent data
• Cross-Validation of Multivariate Densities
• The Stationary Bootstrap
• A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
• A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
• Bootstrap Methods for Time Series
• Bootstrap Methods for Markov Processes
• Frontiers in Statistics

This page was built for publication: Bootstrap confidence intervals for conditional density function in Markov processes