La Vecchia, Davide; Moor, Alban; Scaillet, Olivier A higher-order correct fast moving-average bootstrap for dependent data. (English) Zbl 07693698 J. Econom. 235, No. 1, 65-81 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. La Vecchia} et al., J. Econom. 235, No. 1, 65--81 (2023; Zbl 07693698) Full Text: DOI arXiv
Parente, Paulo M. D. C.; Smith, Richard J. Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (English) Zbl 1469.62346 J. Time Ser. Anal. 42, No. 4, 377-405 (2021). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{P. M. D. C. Parente} and \textit{R. J. Smith}, J. Time Ser. Anal. 42, No. 4, 377--405 (2021; Zbl 1469.62346) Full Text: DOI
Trucíos, Carlos; Hotta, Luiz K.; Ruiz, Esther Robust bootstrap forecast densities for GARCH returns and volatilities. (English) Zbl 07192114 J. Stat. Comput. Simulation 87, No. 16, 3152-3174 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Trucíos} et al., J. Stat. Comput. Simulation 87, No. 16, 3152--3174 (2017; Zbl 07192114) Full Text: DOI
Peremans, Kris; Segaert, Pieter; Van Aelst, Stefan; Verdonck, Tim Robust bootstrap procedures for the chain-ladder method. (English) Zbl 1402.91212 Scand. Actuar. J. 2017, No. 10, 870-897 (2017). MSC: 91B30 62P05 62F40 62F35 PDFBibTeX XMLCite \textit{K. Peremans} et al., Scand. Actuar. J. 2017, No. 10, 870--897 (2017; Zbl 1402.91212) Full Text: DOI arXiv
Camponovo, Lorenzo; Otsu, Taisuke Robustness of bootstrap in instrumental variable regression. (English) Zbl 1491.62189 Econom. Rev. 34, No. 3, 352-393 (2015). MSC: 62P20 62F35 62G09 PDFBibTeX XMLCite \textit{L. Camponovo} and \textit{T. Otsu}, Econom. Rev. 34, No. 3, 352--393 (2015; Zbl 1491.62189) Full Text: DOI Link