Zhang, Qihuang; Yi, Grace Y. Sensitivity analysis of error-contaminated time series data under autoregressive models with the application of COVID-19 data. (English) Zbl 07716694 J. Appl. Stat. 50, No. 7, 1611-1634 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Y. Yi}, J. Appl. Stat. 50, No. 7, 1611--1634 (2023; Zbl 07716694) Full Text: DOI arXiv
Zhu, Wanrong; Chen, Xi; Wu, Wei Biao Online covariance matrix estimation in stochastic gradient descent. (English) Zbl 07705999 J. Am. Stat. Assoc. 118, No. 541, 393-404 (2023). MSC: 62-XX 68W27 PDFBibTeX XMLCite \textit{W. Zhu} et al., J. Am. Stat. Assoc. 118, No. 541, 393--404 (2023; Zbl 07705999) Full Text: DOI arXiv
Zhang, Qihao; Lahiri, Soumendra N.; Nordman, Daniel J. On optimal block resampling for Gaussian-subordinated long-range dependent processes. (English) Zbl 07641139 Ann. Stat. 50, No. 6, 3619-3646 (2022). MSC: 62G09 62G20 62M10 PDFBibTeX XMLCite \textit{Q. Zhang} et al., Ann. Stat. 50, No. 6, 3619--3646 (2022; Zbl 07641139) Full Text: DOI arXiv Link
Qiu, Jin; Zhu, Weining Bandwidth selection in blocks empirical likelihood method for time series. (English) Zbl 07557988 J. Stat. Theory Pract. 16, No. 3, Paper No. 34, 13 p. (2022). MSC: 62Gxx 62Mxx 62Exx PDFBibTeX XMLCite \textit{J. Qiu} and \textit{W. Zhu}, J. Stat. Theory Pract. 16, No. 3, Paper No. 34, 13 p. (2022; Zbl 07557988) Full Text: DOI
He, Linglin; Hung, Ying Gaussian process prediction using design-based subsampling. (English) Zbl 1524.62470 Stat. Sin. 32, No. 2, 1165-1186 (2022). MSC: 62M30 60G15 62G09 62K99 62-08 PDFBibTeX XMLCite \textit{L. He} and \textit{Y. Hung}, Stat. Sin. 32, No. 2, 1165--1186 (2022; Zbl 1524.62470) Full Text: DOI
Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining Lasso-driven inference in time and space. (English) Zbl 1475.62208 Ann. Stat. 49, No. 3, 1702-1735 (2021). MSC: 62J07 62M10 62F40 62P05 60G46 PDFBibTeX XMLCite \textit{V. Chernozhukov} et al., Ann. Stat. 49, No. 3, 1702--1735 (2021; Zbl 1475.62208) Full Text: DOI arXiv
Feng, Sanying; Li, Gaorong; Peng, Heng; Tong, Tiejun Varying-coefficient panel data model with interactive fixed effects. (English) Zbl 1470.62071 Stat. Sin. 31, No. 2, 935-957 (2021). MSC: 62H15 62D20 65D07 PDFBibTeX XMLCite \textit{S. Feng} et al., Stat. Sin. 31, No. 2, 935--957 (2021; Zbl 1470.62071) Full Text: arXiv
Kang, Taegyu; Kim, Young Min; Im, Jongho A note on stationary bootstrap variance estimator under long-range dependence. (English) Zbl 1456.62047 Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021). MSC: 62F40 60G10 PDFBibTeX XMLCite \textit{T. Kang} et al., Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021; Zbl 1456.62047) Full Text: DOI
Hlávka, Zdeněk; Hušková, Marie; Meintanis, Simos G. Change-point methods for multivariate time-series: paired vectorial observations. (English) Zbl 1452.62647 Stat. Pap. 61, No. 4, 1351-1383 (2020). MSC: 62M10 62H12 62G10 62G20 62P05 PDFBibTeX XMLCite \textit{Z. Hlávka} et al., Stat. Pap. 61, No. 4, 1351--1383 (2020; Zbl 1452.62647) Full Text: DOI
Corkum, A.; Cabilio, P.; Zhang, Y. Nonparametric confidence intervals for location in time series data. (English) Zbl 1493.62233 Commun. Stat., Simulation Comput. 48, No. 5, 1292-1311 (2019). MSC: 62G15 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{A. Corkum} et al., Commun. Stat., Simulation Comput. 48, No. 5, 1292--1311 (2019; Zbl 1493.62233) Full Text: DOI
Chen, Yichao; Pun, Chi Seng A bootstrap-based KPSS test for functional time series. (English) Zbl 1428.62387 J. Multivariate Anal. 174, Article ID 104535, 19 p. (2019). MSC: 62M10 60F17 62E20 62M86 62P20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{C. S. Pun}, J. Multivariate Anal. 174, Article ID 104535, 19 p. (2019; Zbl 1428.62387) Full Text: DOI
Fu, Zhonghao; Hong, Yongmiao A model-free consistent test for structural change in regression possibly with endogeneity. (English) Zbl 1452.62907 J. Econom. 211, No. 1, 206-242 (2019). MSC: 62P20 62G08 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{Z. Fu} and \textit{Y. Hong}, J. Econom. 211, No. 1, 206--242 (2019; Zbl 1452.62907) Full Text: DOI
Guo, Guangbao; Allison, James; Zhu, Lixing Bootstrap maximum likelihood for quasi-stationary distributions. (English) Zbl 1434.62060 J. Nonparametric Stat. 31, No. 1, 64-87 (2019). Reviewer: Pavel Stoynov (Sofia) MSC: 62G09 62D05 PDFBibTeX XMLCite \textit{G. Guo} et al., J. Nonparametric Stat. 31, No. 1, 64--87 (2019; Zbl 1434.62060) Full Text: DOI
Calhoun, Gray Block bootstrap consistency under weak assumptions. (English) Zbl 1406.62091 Econom. Theory 34, No. 6, 1383-1406 (2018). MSC: 62M10 62G09 62G20 60F05 60F17 PDFBibTeX XMLCite \textit{G. Calhoun}, Econom. Theory 34, No. 6, 1383--1406 (2018; Zbl 1406.62091) Full Text: DOI
Liu, Ying; Flegal, James M. Weighted batch means estimators in Markov chain Monte Carlo. (English) Zbl 1402.60095 Electron. J. Stat. 12, No. 2, 3397-3442 (2018). MSC: 60J22 62F15 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{J. M. Flegal}, Electron. J. Stat. 12, No. 2, 3397--3442 (2018; Zbl 1402.60095) Full Text: DOI arXiv Euclid
Duan, Fang; Wied, Dominik A residual-based multivariate constant correlation test. (English) Zbl 1401.62148 Metrika 81, No. 6, 653-687 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62H15 62G09 62G10 62P20 PDFBibTeX XMLCite \textit{F. Duan} and \textit{D. Wied}, Metrika 81, No. 6, 653--687 (2018; Zbl 1401.62148) Full Text: DOI
Ardia, David; Bluteau, Keven; Hoogerheide, Lennart F. Methods for computing numerical standard errors: review and application to value-at-risk estimation. (English) Zbl 1499.62294 J. Time Ser. Econom. 10, No. 2, Article ID 20170011, 9 p. (2018). MSC: 62M10 62G09 62G20 62P20 91G70 PDFBibTeX XMLCite \textit{D. Ardia} et al., J. Time Ser. Econom. 10, No. 2, Article ID 20170011, 9 p. (2018; Zbl 1499.62294) Full Text: DOI Link
Kuffner, Todd A.; Lee, Stephen M. S.; Young, G. A. Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences. (English) Zbl 1521.62064 Aust. N. Z. J. Stat. 60, No. 1, 103-114 (2018). MSC: 62G09 62G20 62M10 60E15 PDFBibTeX XMLCite \textit{T. A. Kuffner} et al., Aust. N. Z. J. Stat. 60, No. 1, 103--114 (2018; Zbl 1521.62064) Full Text: DOI Link
Davidson, Russell Diagnostics for the bootstrap and fast double bootstrap. (English) Zbl 1524.62424 Econom. Rev. 36, No. 6-9, 1021-1038 (2017). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{R. Davidson}, Econom. Rev. 36, No. 6--9, 1021--1038 (2017; Zbl 1524.62424) Full Text: DOI
Wied, Dominik A nonparametric test for a constant correlation matrix. (English) Zbl 1524.62270 Econom. Rev. 36, No. 10, 1157-1172 (2017). MSC: 62H15 62G09 62G10 62M10 62E20 62P05 PDFBibTeX XMLCite \textit{D. Wied}, Econom. Rev. 36, No. 10, 1157--1172 (2017; Zbl 1524.62270) Full Text: DOI arXiv
Zhao, Jing; Feng, Sanying; Cheng, Weihu Estimation in partially linear time-varying coefficients panel data models with fixed effects. (English) Zbl 1362.62094 J. Korean Stat. Soc. 46, No. 2, 267-284 (2017). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{J. Zhao} et al., J. Korean Stat. Soc. 46, No. 2, 267--284 (2017; Zbl 1362.62094) Full Text: DOI
Liu, Jia; Nordman, Daniel J.; Meeker, William Q. The number of MCMC draws needed to compute Bayesian credible bounds. (English) Zbl 07665885 Am. Stat. 70, No. 3, 275-284 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Liu} et al., Am. Stat. 70, No. 3, 275--284 (2016; Zbl 07665885) Full Text: DOI
Singh, Warsha; Thordarson, Gudmundur; Haputhantri, Sisira; Stefansson, Gunnar Optimized sampling strategies for identifying modes in length-frequency distributions. (English) Zbl 1351.62036 Commun. Stat., Simulation Comput. 45, No. 8, 2874-2887 (2016). MSC: 62D05 PDFBibTeX XMLCite \textit{W. Singh} et al., Commun. Stat., Simulation Comput. 45, No. 8, 2874--2887 (2016; Zbl 1351.62036) Full Text: DOI
Guo, Guangbao; Lin, Lu Parallel bootstrap and optimal subsample lengths in smooth function models. (English) Zbl 1346.60004 Commun. Stat., Simulation Comput. 45, No. 6, 2208-2231 (2016). MSC: 60B20 62D05 60H25 65C10 PDFBibTeX XMLCite \textit{G. Guo} and \textit{L. Lin}, Commun. Stat., Simulation Comput. 45, No. 6, 2208--2231 (2016; Zbl 1346.60004) Full Text: DOI
Wieczorek, Barbara Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations. (English) Zbl 1356.62058 Stat. Inference Stoch. Process. 19, No. 1, 111-129 (2016). MSC: 62G09 60F05 60F17 62E20 62G20 PDFBibTeX XMLCite \textit{B. Wieczorek}, Stat. Inference Stoch. Process. 19, No. 1, 111--129 (2016; Zbl 1356.62058) Full Text: DOI
Gomes, D. Prata; Neves, M. Manuela Bootstrap and other resampling methodologies in statistics of extremes. (English) Zbl 1474.62162 Commun. Stat., Simulation Comput. 44, No. 10, 2592-2607 (2015). MSC: 62G32 62E20 65C05 PDFBibTeX XMLCite \textit{D. P. Gomes} and \textit{M. M. Neves}, Commun. Stat., Simulation Comput. 44, No. 10, 2592--2607 (2015; Zbl 1474.62162) Full Text: DOI
Fenga, Livio; Politis, Dimitris N. Bootstrap order selection for SETAR models. (English) Zbl 1457.62261 J. Stat. Comput. Simulation 85, No. 2, 235-250 (2015). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{L. Fenga} and \textit{D. N. Politis}, J. Stat. Comput. Simulation 85, No. 2, 235--250 (2015; Zbl 1457.62261) Full Text: DOI
Brix, Anne Floor; Lunde, Asger Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative. (English) Zbl 1443.62335 AStA, Adv. Stat. Anal. 99, No. 4, 433-465 (2015). MSC: 62P05 62M05 62M10 62M20 PDFBibTeX XMLCite \textit{A. F. Brix} and \textit{A. Lunde}, AStA, Adv. Stat. Anal. 99, No. 4, 433--465 (2015; Zbl 1443.62335) Full Text: DOI
Gomes, Dora Prata; Neves, M. Manuela Adaptive choice and resampling techniques in extremal index estimation. (English) Zbl 1329.62228 Kitsos, Christos P. (ed.) et al., Theory and practice of risk assessment. Proceedings of the 5th conference on risk analysis, ICRA 5, Tomar, Portugal, May 30 – June 1, 2013. Cham: Springer (ISBN 978-3-319-18028-1/pbk; 978-3-319-18029-8/ebook). Springer Proceedings in Mathematics & Statistics 136, 321-332 (2015). MSC: 62G32 60G70 62G09 PDFBibTeX XMLCite \textit{D. P. Gomes} and \textit{M. M. Neves}, Springer Proc. Math. Stat. 136, 321--332 (2015; Zbl 1329.62228) Full Text: DOI
Baek, Changryong A piecewise polynomial trend against long range dependence. (English) Zbl 1485.62110 J. Korean Stat. Soc. 44, No. 3, 457-468 (2015). MSC: 62M10 62G10 62L10 PDFBibTeX XMLCite \textit{C. Baek}, J. Korean Stat. Soc. 44, No. 3, 457--468 (2015; Zbl 1485.62110) Full Text: DOI
Staicu, Ana-Maria; Lahiri, Soumen N.; Carroll, Raymond J. Significance tests for functional data with complex dependence structure. (English) Zbl 1307.62128 J. Stat. Plann. Inference 156, 1-13 (2015). MSC: 62G10 62G20 PDFBibTeX XMLCite \textit{A.-M. Staicu} et al., J. Stat. Plann. Inference 156, 1--13 (2015; Zbl 1307.62128) Full Text: DOI Link
Hwang, Eunju; Shin, Dong Wan Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence. (English) Zbl 1302.62093 Commun. Stat., Theory Methods 43, No. 17, 3751-3761 (2014). MSC: 62G08 62M05 62F40 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 43, No. 17, 3751--3761 (2014; Zbl 1302.62093) Full Text: DOI
Baek, Changryong; Pipiras, Vladas On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. (English) Zbl 1349.62391 Electron. J. Stat. 8, No. 1, 931-964 (2014). MSC: 62M10 62G10 60G18 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, Electron. J. Stat. 8, No. 1, 931--964 (2014; Zbl 1349.62391) Full Text: DOI Euclid
Nordman, Daniel J.; Lahiri, Soumendra N. Convergence rates of empirical block length selectors for block bootstrap. (English) Zbl 1400.62088 Bernoulli 20, No. 2, 958-978 (2014). MSC: 62G09 62G20 62M10 PDFBibTeX XMLCite \textit{D. J. Nordman} and \textit{S. N. Lahiri}, Bernoulli 20, No. 2, 958--978 (2014; Zbl 1400.62088) Full Text: DOI arXiv Euclid
Cabilio, P.; Zhang, Y.; Chen, X. Bootstrap rank tests for trend in time series. (English) Zbl 1525.62084 Environmetrics 24, No. 8, 537-549 (2013). MSC: 62P12 PDFBibTeX XMLCite \textit{P. Cabilio} et al., Environmetrics 24, No. 8, 537--549 (2013; Zbl 1525.62084) Full Text: DOI
Zhou, Xing-Cai; Lin, Jin-Guan; Yin, Chang-Ming Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes. (English) Zbl 1281.62110 J. Inequal. Appl. 2013, Paper No. 261, 18 p. (2013). MSC: 62G08 42C40 62G20 PDFBibTeX XMLCite \textit{X.-C. Zhou} et al., J. Inequal. Appl. 2013, Paper No. 261, 18 p. (2013; Zbl 1281.62110) Full Text: DOI
Aue, Alexander; Horváth, Lajos; Hušková, Marie Segmenting mean-nonstationary time series via trending regressions. (English) Zbl 1443.62425 J. Econom. 168, No. 2, 367-381 (2012). MSC: 62P20 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{A. Aue} et al., J. Econom. 168, No. 2, 367--381 (2012; Zbl 1443.62425) Full Text: DOI Link
Nordman, Daniel J.; Lahiri, Soumendra N. Block bootstraps for time series with fixed regressors. (English) Zbl 1261.62081 J. Am. Stat. Assoc. 107, No. 497, 233-246 (2012). MSC: 62M10 62J05 62F40 65C60 PDFBibTeX XMLCite \textit{D. J. Nordman} and \textit{S. N. Lahiri}, J. Am. Stat. Assoc. 107, No. 497, 233--246 (2012; Zbl 1261.62081) Full Text: DOI
Lahiri, S. N.; Spiegelman, C.; Appiah, J.; Rilett, L. Gap bootstrap methods for massive data sets with an application to transportation engineering. (English) Zbl 1257.62051 Ann. Appl. Stat. 6, No. 4, 1552-1587 (2012). MSC: 62G09 62P30 90B06 62H12 62M10 65C60 PDFBibTeX XMLCite \textit{S. N. Lahiri} et al., Ann. Appl. Stat. 6, No. 4, 1552--1587 (2012; Zbl 1257.62051) Full Text: DOI arXiv Euclid
Swensen, Anders Rygh A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables. (English) Zbl 1441.62882 J. Econom. 165, No. 2, 152-162 (2011). MSC: 62P20 62M10 62G09 PDFBibTeX XMLCite \textit{A. R. Swensen}, J. Econom. 165, No. 2, 152--162 (2011; Zbl 1441.62882) Full Text: DOI
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi Empirical likelihood block bootstrapping. (English) Zbl 1441.62580 J. Econom. 161, No. 2, 110-121 (2011). MSC: 62P20 62M10 62G09 PDFBibTeX XMLCite \textit{J. Allen} et al., J. Econom. 161, No. 2, 110--121 (2011; Zbl 1441.62580) Full Text: DOI Link
Gonçalves, Sílvia; Politis, Dimitris Discussion on: “Bootstrap methods for dependent data: a review”. (English) Zbl 1296.62166 J. Korean Stat. Soc. 40, No. 4, 383-386 (2011). MSC: 62M10 62M15 62G09 62-02 PDFBibTeX XMLCite \textit{S. Gonçalves} and \textit{D. Politis}, J. Korean Stat. Soc. 40, No. 4, 383--386 (2011; Zbl 1296.62166) Full Text: DOI
Kreiss, Jens-Peter; Paparoditis, Efstathios Bootstrap methods for dependent data: a review. (English) Zbl 1296.62172 J. Korean Stat. Soc. 40, No. 4, 357-378 (2011). MSC: 62M10 62M15 62G09 62-02 PDFBibTeX XMLCite \textit{J.-P. Kreiss} and \textit{E. Paparoditis}, J. Korean Stat. Soc. 40, No. 4, 357--378 (2011; Zbl 1296.62172) Full Text: DOI
Kim, Young Min; Nordman, Daniel J. Properties of a block bootstrap under long-range dependence. (English) Zbl 1267.62062 Sankhyā, Ser. A 73, No. 1, 79-109 (2011). MSC: 62G09 62M10 62G05 60G10 65C60 PDFBibTeX XMLCite \textit{Y. M. Kim} and \textit{D. J. Nordman}, Sankhyā, Ser. A 73, No. 1, 79--109 (2011; Zbl 1267.62062) Full Text: DOI
Lahiri, S. N.; Mukhopadhyay, S. Comments on: Subsampling weakly dependent time series and application to extremes. (English) Zbl 1367.62258 Test 20, No. 3, 491-496 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{S. Mukhopadhyay}, Test 20, No. 3, 491--496 (2011; Zbl 1367.62258) Full Text: DOI
Chadœuf, Joël; Certain, G.; Bellier, Edwige; Bar-Hen, Avner; Couteron, P.; Monestiez, Pascal; Bretagnolle, Vincent Estimating inter-group interaction radius for point processes with nested spatial structures. (English) Zbl 1247.62215 Comput. Stat. Data Anal. 55, No. 1, 627-640 (2011). MSC: 62M09 60G55 62M30 PDFBibTeX XMLCite \textit{J. Chadœuf} et al., Comput. Stat. Data Anal. 55, No. 1, 627--640 (2011; Zbl 1247.62215) Full Text: DOI
Leśkow, Jacek; Synowiecki, Rafał On bootstrapping periodic random arrays with increasing period. (English) Zbl 1185.62083 Metrika 71, No. 3, 253-279 (2010). MSC: 62G09 65C60 PDFBibTeX XMLCite \textit{J. Leśkow} and \textit{R. Synowiecki}, Metrika 71, No. 3, 253--279 (2010; Zbl 1185.62083) Full Text: DOI
Dehling, Herold; Wendler, Martin Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data. (English) Zbl 1177.62056 J. Multivariate Anal. 101, No. 1, 126-137 (2010). MSC: 62G09 60F05 62G20 60F15 60E15 PDFBibTeX XMLCite \textit{H. Dehling} and \textit{M. Wendler}, J. Multivariate Anal. 101, No. 1, 126--137 (2010; Zbl 1177.62056) Full Text: DOI arXiv
Arteche, Josu; Orbe, Jesus Using the bootstrap for finite sample confidence intervals of the log periodogram regression. (English) Zbl 1453.62032 Comput. Stat. Data Anal. 53, No. 6, 1940-1953 (2009). MSC: 62-08 62M10 62G09 62P20 PDFBibTeX XMLCite \textit{J. Arteche} and \textit{J. Orbe}, Comput. Stat. Data Anal. 53, No. 6, 1940--1953 (2009; Zbl 1453.62032) Full Text: DOI
Lima, Eduardo J. A.; Tabak, Benjamin M. Tests of random walk: A comparison of bootstrap approaches. (English) Zbl 1177.62057 Comput. Econ. 34, No. 4, 365-382 (2009). MSC: 62G09 62G30 60G50 65C05 62M15 PDFBibTeX XMLCite \textit{E. J. A. Lima} and \textit{B. M. Tabak}, Comput. Econ. 34, No. 4, 365--382 (2009; Zbl 1177.62057) Full Text: DOI Link
Park, Byeong U.; Kim, Tae Yoon; Park, Jeong-Soo; Hwang, S. Y. Practically applicable central limit theorem for spatial statistics. (English) Zbl 1177.60033 Math. Geosci. 41, No. 5, 555-569 (2009). MSC: 60F05 62M30 86A32 PDFBibTeX XMLCite \textit{B. U. Park} et al., Math. Geosci. 41, No. 5, 555--569 (2009; Zbl 1177.60033) Full Text: DOI
Patton, Andrew; Politis, Dimitris N.; White, Halbert Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. (English) Zbl 1400.62193 Econom. Rev. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{A. Patton} et al., Econom. Rev. 28, No. 4, 372--375 (2009; Zbl 1400.62193) Full Text: DOI
Nordman, Daniel J. A note on the stationary bootstrap’s variance. (English) Zbl 1155.62030 Ann. Stat. 37, No. 1, 359-370 (2009). MSC: 62G09 62G20 62G05 PDFBibTeX XMLCite \textit{D. J. Nordman}, Ann. Stat. 37, No. 1, 359--370 (2009; Zbl 1155.62030) Full Text: DOI arXiv Euclid
Lin, Lu; Fan, Yunzheng; Tan, Lin Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes. (English) Zbl 1433.62114 Metrika 67, No. 1, 31-48 (2008). MSC: 62G08 62G09 62G05 PDFBibTeX XMLCite \textit{L. Lin} et al., Metrika 67, No. 1, 31--48 (2008; Zbl 1433.62114) Full Text: DOI
Lahiri, Soumendra Nath; Furukawa, Kyoji; Lee, Yoon-Dong A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods. (English) Zbl 1248.62060 Stat. Methodol. 4, No. 3, 292-321 (2007). MSC: 62G09 65C60 PDFBibTeX XMLCite \textit{S. N. Lahiri} et al., Stat. Methodol. 4, No. 3, 292--321 (2007; Zbl 1248.62060) Full Text: DOI
Andreev, Andriy; Kanto, Antti; Malo, Pekka Computational examples of a new method for distribution selection in the Pearson system. (English) Zbl 1157.62076 J. Appl. Stat. 34, No. 3-4, 487-506 (2007). MSC: 62P20 62E15 65C60 62P05 PDFBibTeX XMLCite \textit{A. Andreev} et al., J. Appl. Stat. 34, No. 3--4, 487--506 (2007; Zbl 1157.62076) Full Text: DOI
Synowiecki, Rafal Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. (English) Zbl 1129.62082 Bernoulli 13, No. 4, 1151-1178 (2007). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{R. Synowiecki}, Bernoulli 13, No. 4, 1151--1178 (2007; Zbl 1129.62082) Full Text: DOI arXiv Euclid
Lahiri, S. N. Asymptotic expansions for sums of block-variables under weak dependence. (English) Zbl 1132.60025 Ann. Stat. 35, No. 3, 1324-1350 (2007). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F05 62E20 62M10 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Ann. Stat. 35, No. 3, 1324--1350 (2007; Zbl 1132.60025) Full Text: DOI arXiv
Corradi, Valentina; Swanson, Norman R. Predictive density and conditional confidence interval accuracy tests. (English) Zbl 1418.62438 J. Econom. 135, No. 1-2, 187-228 (2006). MSC: 62P20 62F03 62G09 62M10 PDFBibTeX XMLCite \textit{V. Corradi} and \textit{N. R. Swanson}, J. Econom. 135, No. 1--2, 187--228 (2006; Zbl 1418.62438) Full Text: DOI
Horowitz, Joel L.; Lobato, I. N.; Nankervis, John C.; Savin, N. E. Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness. (English) Zbl 1345.62072 J. Econom. 133, No. 2, 841-862 (2006). MSC: 62G09 62G10 62G35 91B84 PDFBibTeX XMLCite \textit{J. L. Horowitz} et al., J. Econom. 133, No. 2, 841--862 (2006; Zbl 1345.62072) Full Text: DOI
Corradi, Valentina; Swanson, Norman R. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (English) Zbl 1345.62056 J. Econom. 133, No. 2, 779-806 (2006). MSC: 62F40 62F03 PDFBibTeX XMLCite \textit{V. Corradi} and \textit{N. R. Swanson}, J. Econom. 133, No. 2, 779--806 (2006; Zbl 1345.62056) Full Text: DOI
Canty, Angelo J.; Davison, Anthony C.; Hinkley, David V.; Ventura, Valérie Bootstrap diagnostics and remedies. (English) Zbl 1096.62035 Can. J. Stat. 34, No. 1, 5-27 (2006). MSC: 62G09 62F40 65C60 PDFBibTeX XMLCite \textit{A. J. Canty} et al., Can. J. Stat. 34, No. 1, 5--27 (2006; Zbl 1096.62035) Full Text: DOI
Corradi, Valentina; Swanson, Norman R. Bootstrap specification tests for diffusion processes. (English) Zbl 1337.62193 J. Econom. 124, No. 1, 117-148 (2005). MSC: 62M02 60J60 62G10 PDFBibTeX XMLCite \textit{V. Corradi} and \textit{N. R. Swanson}, J. Econom. 124, No. 1, 117--148 (2005; Zbl 1337.62193) Full Text: DOI Link
Lee, Myoung-Jae; Li, Wen-Juan Drift and diffusion function specification for short-term interest rates. (English) Zbl 1254.91733 Econ. Lett. 86, No. 3, 339-346 (2005). MSC: 91G30 62H30 62H10 PDFBibTeX XMLCite \textit{M.-J. Lee} and \textit{W.-J. Li}, Econ. Lett. 86, No. 3, 339--346 (2005; Zbl 1254.91733) Full Text: DOI Link
Lahiri, S. N. Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic. (English) Zbl 1086.62033 Ann. Stat. 33, No. 5, 2475-2506 (2005). MSC: 62F12 62F40 62G09 62G05 65C60 62G20 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Ann. Stat. 33, No. 5, 2475--2506 (2005; Zbl 1086.62033) Full Text: DOI arXiv
Gluhovsky, Alexander; Zihlbauer, Martin; Politis, Dimitris N. Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration. (English) Zbl 1061.62074 J. Stat. Comput. Simulation 75, No. 5, 381-389 (2005). MSC: 62G15 62P12 86A10 65C05 PDFBibTeX XMLCite \textit{A. Gluhovsky} et al., J. Stat. Comput. Simulation 75, No. 5, 381--389 (2005; Zbl 1061.62074) Full Text: DOI
Nordman, Daniel J.; Lahiri, Soumendra N. On optimal spatial subsample size for variance estimation. (English) Zbl 1056.62055 Ann. Stat. 32, No. 5, 1981-2027 (2004). MSC: 62G09 62M30 62M40 60G60 PDFBibTeX XMLCite \textit{D. J. Nordman} and \textit{S. N. Lahiri}, Ann. Stat. 32, No. 5, 1981--2027 (2004; Zbl 1056.62055) Full Text: DOI arXiv
Politis, Dimitris N.; White, Halbert Automatic block-length selection for the dependent bootstrap. (English) Zbl 1082.62076 Econom. Rev. 23, No. 1, 53-70 (2004); correction ibid. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{H. White}, Econom. Rev. 23, No. 1, 53--70 (2004; Zbl 1082.62076) Full Text: DOI
Politis, Dimitris N. The impact of bootstrap methods on time series analysis. (English) Zbl 1332.62340 Stat. Sci. 18, No. 2, 219-230 (2003). MSC: 62M10 62G09 62G05 62G08 PDFBibTeX XMLCite \textit{D. N. Politis}, Stat. Sci. 18, No. 2, 219--230 (2003; Zbl 1332.62340) Full Text: DOI Euclid
Gonçalves, Sıĺvia; de Jong, Robert Consistency of the stationary bootstrap under weak moment conditions. (English) Zbl 1254.91663 Econ. Lett. 81, No. 2, 273-278 (2003). MSC: 91B84 62J10 62G09 62G15 PDFBibTeX XMLCite \textit{S. Gonçalves} and \textit{R. de Jong}, Econ. Lett. 81, No. 2, 273--278 (2003; Zbl 1254.91663) Full Text: DOI
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter Bootstrap methods for time series. (English) Zbl 1114.62347 Int. Stat. Rev. 71, No. 2, 435-459 (2003). MSC: 62M10 62F40 62F25 PDFBibTeX XMLCite \textit{W. Härdle} et al., Int. Stat. Rev. 71, No. 2, 435--459 (2003; Zbl 1114.62347) Full Text: DOI Euclid Link
Bühlmann, Peter Bootstraps for time series. (English) Zbl 1013.62048 Stat. Sci. 17, No. 1, 52-72 (2002). MSC: 62G09 62M10 PDFBibTeX XMLCite \textit{P. Bühlmann}, Stat. Sci. 17, No. 1, 52--72 (2002; Zbl 1013.62048) Full Text: DOI
Park, Cheolyong; Kim, Tae Yoon Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator. (English) Zbl 1022.62041 J. Nonparametric Stat. 14, No. 4, 399-407 (2002). MSC: 62G09 62M10 62G08 PDFBibTeX XMLCite \textit{C. Park} and \textit{T. Y. Kim}, J. Nonparametric Stat. 14, No. 4, 399--407 (2002; Zbl 1022.62041) Full Text: DOI
Psaradakis, Z. On bootstrap inference in cointegrating regressions. (English) Zbl 1028.62026 Econ. Lett. 72, No. 1, 1-10 (2001). MSC: 62G09 62M10 62G10 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Econ. Lett. 72, No. 1, 1--10 (2001; Zbl 1028.62026) Full Text: DOI