Dependent Wild Bootstrap for the Empirical Process

DOI10.1111/jtsa.12106zbMath1325.62065OpenAlexW1757462742MaRDI QIDQ5251501

Anne Leucht, Paul Doukhan, Gabriel Lang, Michael H. Neumann

Publication date: 20 May 2015

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

Full work available at URL: https://madoc.bib.uni-mannheim.de/35246/4/Doukhan%2C_Lang%2C_Leucht%2C_Neumann_14-01.pdf

zbMATH Keywords

bootstraptime seriesempirical processquantiles\(V\)-statisticsKolmogorov-Smirnov testabsolute regularity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, Specification tests for time-varying coefficient models, A bootstrap functional central limit theorem for time-varying linear processes, Block Bootstrap for the Empirical Process of Long‐Range Dependent Data, Change-point methods for multivariate time-series: paired vectorial observations, Weak convergence for stationary bootstrap empirical processes of associated sequences, An introduction to functional data analysis and a principal component approach for testing the equality of mean curves, Change-point detection and bootstrap for Hilbert space valued random fields, Inference for local distributions at high sampling frequencies: a bootstrap approach, Tests for Scale Changes Based on Pairwise Differences, Sequential block bootstrap in a Hilbert space with application to change point analysis

Uses Software

• R

Cites Work

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