Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

DOI10.1016/j.spl.2015.03.003zbMath1328.62524OpenAlexW2066612195MaRDI QIDQ893910

Jonas Krampe, Efstathios Paparoditis, Jens-Peter Kreiss

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.03.003

zbMATH Keywords

bootstrapkernel estimationlocally stationary processestrend function

Mathematics Subject Classification ID

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

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Cites Work

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