Wavelet-Based Bootstrap for Time Series Analysis
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Publication:5460715
DOI10.1081/SAC-200055722zbMath1065.62153MaRDI QIDQ5460715
Nong Shang, Thomas R. Willemain, Huaguang Feng
Publication date: 18 July 2005
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
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- Fractional differencing
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- ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
- The Stationary Bootstrap
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- On blocking rules for the bootstrap with dependent data
- Bootstrapping time series models
- Fractional Brownian Motions, Fractional Noises and Applications
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