Holmes, Mark; Kojadinovic, Ivan; Verhoijsen, Alex Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function. (English) Zbl 07786778 J. Time Ser. Anal. 45, No. 1, 27-56 (2024). MSC: 62Mxx 62L99 62E20 62G10 PDFBibTeX XMLCite \textit{M. Holmes} et al., J. Time Ser. Anal. 45, No. 1, 27--56 (2024; Zbl 07786778) Full Text: DOI arXiv
Braumann, Alexander; Kreiss, Jens-Peter; Meyer, Marco Simultaneous inference for autocovariances based on autoregressive sieve bootstrap. (English) Zbl 1476.62179 J. Time Ser. Anal. 42, No. 5-6, 534-553 (2021). MSC: 62M10 62G09 62G15 PDFBibTeX XMLCite \textit{A. Braumann} et al., J. Time Ser. Anal. 42, No. 5--6, 534--553 (2021; Zbl 1476.62179) Full Text: DOI
Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert Corrigendum to: “A generalised fractional differencing bootstrap for long memory processes”. (English) Zbl 1465.62150 J. Time Ser. Anal. 42, No. 4, 492 (2021). MSC: 62M10 35R11 26A33 62G09 PDFBibTeX XMLCite \textit{G. Kapetanios} et al., J. Time Ser. Anal. 42, No. 4, 492 (2021; Zbl 1465.62150) Full Text: DOI
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
Poskitt, Donald S. On singular spectrum analysis and stepwise time series reconstruction. (English) Zbl 1442.62204 J. Time Ser. Anal. 41, No. 1, 67-94 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62M15 62G09 62H25 PDFBibTeX XMLCite \textit{D. S. Poskitt}, J. Time Ser. Anal. 41, No. 1, 67--94 (2020; Zbl 1442.62204) Full Text: DOI
Hoga, Yannick Extending the limits of backtesting via the ‘vanishing \(p\)’-approach. (English) Zbl 1499.62378 J. Time Ser. Anal. 40, No. 5, 858-866 (2019). MSC: 62P05 62G10 91G70 PDFBibTeX XMLCite \textit{Y. Hoga}, J. Time Ser. Anal. 40, No. 5, 858--866 (2019; Zbl 1499.62378) Full Text: DOI
Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert A generalised fractional differencing bootstrap for long memory processes. (English) Zbl 1432.62301 J. Time Ser. Anal. 40, No. 4, 467-492 (2019); corrigendum ibid. 42, No. 4, 492 (2021). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 35R11 26A33 62G09 PDFBibTeX XMLCite \textit{G. Kapetanios} et al., J. Time Ser. Anal. 40, No. 4, 467--492 (2019; Zbl 1432.62301) Full Text: DOI Link
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Astill, Sam; Harvey, David I.; Leybourne, Stephen J.; Sollis, Robert; Taylor, A. M. Robert Real-time monitoring for explosive financial bubbles. (English) Zbl 1402.91579 J. Time Ser. Anal. 39, No. 6, 863-891 (2018). MSC: 91B84 62M10 91G70 62G09 62L12 62P20 PDFBibTeX XMLCite \textit{S. Astill} et al., J. Time Ser. Anal. 39, No. 6, 863--891 (2018; Zbl 1402.91579) Full Text: DOI Link
Bruder, Stefan; Wolf, Michael Balanced bootstrap joint confidence bands for structural impulse response functions. (English) Zbl 1401.62070 J. Time Ser. Anal. 39, No. 5, 641-664 (2018). MSC: 62G09 62G15 62M10 62M20 PDFBibTeX XMLCite \textit{S. Bruder} and \textit{M. Wolf}, J. Time Ser. Anal. 39, No. 5, 641--664 (2018; Zbl 1401.62070) Full Text: DOI Link
Amaral Turkman, Maria Antónia Book review of: W. Q. Meeker et al., Statistical intervals. A guide for practitioners and researchers. 2nd ed. (English) Zbl 1401.00022 J. Time Ser. Anal. 39, No. 4, 634-635 (2018). MSC: 00A17 62-01 62F25 62G15 62E10 62G09 62F40 62F15 62P30 PDFBibTeX XMLCite \textit{M. A. Amaral Turkman}, J. Time Ser. Anal. 39, No. 4, 634--635 (2018; Zbl 1401.00022) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap. (English) Zbl 1416.62511 J. Time Ser. Anal. 39, No. 3, 433-446 (2018). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Time Ser. Anal. 39, No. 3, 433--446 (2018; Zbl 1416.62511) Full Text: DOI
Tewes, Johannes Block bootstrap for the empirical process of long-range dependent data. (English) Zbl 1416.62239 J. Time Ser. Anal. 39, No. 1, 28-53 (2018). MSC: 62G09 62G10 PDFBibTeX XMLCite \textit{J. Tewes}, J. Time Ser. Anal. 39, No. 1, 28--53 (2018; Zbl 1416.62239) Full Text: DOI arXiv
Häfner, Franziska; Kirch, Claudia Moving Fourier analysis for locally stationary processes with the bootstrap in view. (English) Zbl 1416.62492 J. Time Ser. Anal. 38, No. 6, 895-922 (2017). MSC: 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{F. Häfner} and \textit{C. Kirch}, J. Time Ser. Anal. 38, No. 6, 895--922 (2017; Zbl 1416.62492) Full Text: DOI
Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders On the consistency of bootstrap testing for a parameter on the boundary of the parameter space. (English) Zbl 1416.62480 J. Time Ser. Anal. 38, No. 4, 513-534 (2017). MSC: 62M10 62G09 62G10 62G20 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Time Ser. Anal. 38, No. 4, 513--534 (2017; Zbl 1416.62480) Full Text: DOI Link
Giurcanu, Mihai C. Oracle M-estimation for time series models. (English) Zbl 1369.62226 J. Time Ser. Anal. 38, No. 3, 479-504 (2017). MSC: 62M10 62M09 62G09 62G20 62P20 PDFBibTeX XMLCite \textit{M. C. Giurcanu}, J. Time Ser. Anal. 38, No. 3, 479--504 (2017; Zbl 1369.62226) Full Text: DOI
Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernández, Mario; Tjøstheim, Dag Some properties of local Gaussian correlation and other nonlinear dependence measures. (English) Zbl 1360.62449 J. Time Ser. Anal. 38, No. 2, 352-380 (2017). MSC: 62M10 62G10 62G09 PDFBibTeX XMLCite \textit{G. D. Berentsen} et al., J. Time Ser. Anal. 38, No. 2, 352--380 (2017; Zbl 1360.62449) Full Text: DOI
Lacal, Virginia; Tjøstheim, Dag Local Gaussian autocorrelation and tests for serial independence. (English) Zbl 1356.62145 J. Time Ser. Anal. 38, No. 1, 51-71 (2017). MSC: 62M10 62G10 62G09 PDFBibTeX XMLCite \textit{V. Lacal} and \textit{D. Tjøstheim}, J. Time Ser. Anal. 38, No. 1, 51--71 (2017; Zbl 1356.62145) Full Text: DOI
Lenart, Łukasz Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series. (English) Zbl 1381.62249 J. Time Ser. Anal. 37, No. 3, 369-404 (2016). MSC: 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{Ł. Lenart}, J. Time Ser. Anal. 37, No. 3, 369--404 (2016; Zbl 1381.62249) Full Text: DOI
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald S. Bias correction of persistence measures in fractionally integrated models. (English) Zbl 1329.62377 J. Time Ser. Anal. 36, No. 5, 721-740 (2015). MSC: 62M10 62G20 62G09 PDFBibTeX XMLCite \textit{S. D. Grose} et al., J. Time Ser. Anal. 36, No. 5, 721--740 (2015; Zbl 1329.62377) Full Text: DOI arXiv
Yu, Chao; Fang, Yue; Li, Zeng; Zhang, Bo; Zhao, Xujie Non-parametric estimation of high-frequency spot volatility for Brownian semimartingale with jumps. (English) Zbl 1311.62176 J. Time Ser. Anal. 35, No. 6, 572-591 (2014). MSC: 62P05 62M10 62G07 62G20 60G48 60J65 60J75 91B84 91G70 PDFBibTeX XMLCite \textit{C. Yu} et al., J. Time Ser. Anal. 35, No. 6, 572--591 (2014; Zbl 1311.62176) Full Text: DOI
Li, Guodong; Leng, Chenlei; Tsai, Chih-Ling A hybrid bootstrap approach to unit root tests. (English) Zbl 1311.62133 J. Time Ser. Anal. 35, No. 4, 299-321 (2014). MSC: 62M07 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{G. Li} et al., J. Time Ser. Anal. 35, No. 4, 299--321 (2014; Zbl 1311.62133) Full Text: DOI Link
Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N. A generalized block bootstrap for seasonal time series. (English) Zbl 1301.62086 J. Time Ser. Anal. 35, No. 2, 89-114 (2014). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{A. E. Dudek} et al., J. Time Ser. Anal. 35, No. 2, 89--114 (2014; Zbl 1301.62086) Full Text: DOI
Bravo, Francesco Improved generalized method of moments estimators for weakly dependent observations. (English) Zbl 1273.62097 J. Time Ser. Anal. 32, No. 6, 680-698 (2011). MSC: 62G09 62F10 62G05 62F12 62F40 62M10 62P20 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 32, No. 6, 680--698 (2011; Zbl 1273.62097) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. (English) Zbl 1226.60052 J. Time Ser. Anal. 31, No. 6, 471-482 (2010). MSC: 60G10 62M10 62G09 62G20 62H12 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Time Ser. Anal. 31, No. 6, 471--482 (2010; Zbl 1226.60052) Full Text: DOI Link
Busetti, Fabio; Harvey, Andrew Tests of strict stationarity based on quantile indicators. (English) Zbl 1226.91084 J. Time Ser. Anal. 31, No. 6, 435-450 (2010). MSC: 91G70 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 31, No. 6, 435--450 (2010; Zbl 1226.91084) Full Text: DOI
Matilla-García, Mariano; Rodríguez, José Miguel; Marín, Manuel Ruiz A symbolic test for testing independence between time series. (English) Zbl 1224.62065 J. Time Ser. Anal. 31, No. 2, 76-85 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62B10 62G10 62G20 65C05 PDFBibTeX XMLCite \textit{M. Matilla-García} et al., J. Time Ser. Anal. 31, No. 2, 76--85 (2010; Zbl 1224.62065) Full Text: DOI
Arteche, Josu; Orbe, Jesus Bootstrap-based bandwidth choice for log-periodogram regression. (English) Zbl 1224.62045 J. Time Ser. Anal. 30, No. 6, 591-617 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{J. Arteche} and \textit{J. Orbe}, J. Time Ser. Anal. 30, No. 6, 591--617 (2009; Zbl 1224.62045) Full Text: DOI
Rodriguez, Alejandro; Ruiz, Esther Bootstrap prediction intervals in state-space models. (English) Zbl 1224.62086 J. Time Ser. Anal. 30, No. 2, 167-178 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M20 62F40 62G09 PDFBibTeX XMLCite \textit{A. Rodriguez} and \textit{E. Ruiz}, J. Time Ser. Anal. 30, No. 2, 167--178 (2009; Zbl 1224.62086) Full Text: DOI
Wang, Hai-Bin Nonlinear ARMA models with functional MA coefficients. (English) Zbl 1199.62019 J. Time Ser. Anal. 29, No. 6, 1032-1056 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G09 65C60 PDFBibTeX XMLCite \textit{H.-B. Wang}, J. Time Ser. Anal. 29, No. 6, 1032--1056 (2008; Zbl 1199.62019) Full Text: DOI
Lenart, Łukasz; Leśkow, Jacek; Synowiecki, Rafał Subsampling in testing autocovariance for periodically correlated time series. (English) Zbl 1194.62064 J. Time Ser. Anal. 29, No. 6, 995-1018 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G09 62M10 62J10 PDFBibTeX XMLCite \textit{Ł. Lenart} et al., J. Time Ser. Anal. 29, No. 6, 995--1018 (2008; Zbl 1194.62064) Full Text: DOI
Hušková, Marie; Kirch, Claudia Bootstrapping confidence intervals for the change-point of time series. (English) Zbl 1194.62063 J. Time Ser. Anal. 29, No. 6, 947-972 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G09 62G15 62G10 PDFBibTeX XMLCite \textit{M. Hušková} and \textit{C. Kirch}, J. Time Ser. Anal. 29, No. 6, 947--972 (2008; Zbl 1194.62063) Full Text: DOI arXiv
Psaradakis, Zacharias Assessing time-reversibility under minimal assumptions. (English) Zbl 1199.60116 J. Time Ser. Anal. 29, No. 5, 881-905 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 62M10 62G09 91G80 91G70 PDFBibTeX XMLCite \textit{Z. Psaradakis}, J. Time Ser. Anal. 29, No. 5, 881--905 (2008; Zbl 1199.60116) Full Text: DOI
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre Bootstrap unit-root tests: comparison and extensions. (English) Zbl 1164.62051 J. Time Ser. Anal. 29, No. 2, 371-401 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G09 62G10 62F40 65C60 PDFBibTeX XMLCite \textit{F. C. Palm} et al., J. Time Ser. Anal. 29, No. 2, 371--401 (2008; Zbl 1164.62051) Full Text: DOI
Sergides, Marios; Paparoditis, Efstathios Bootstrapping the local periodogram of locally stationary processes. (English) Zbl 1164.62062 J. Time Ser. Anal. 29, No. 2, 264-299 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 62G09 62G20 62G07 62M10 PDFBibTeX XMLCite \textit{M. Sergides} and \textit{E. Paparoditis}, J. Time Ser. Anal. 29, No. 2, 264--299 (2008; Zbl 1164.62062) Full Text: DOI
Poskitt, D. S. Properties of the sieve bootstrap for fractionally integrated and non-invertible processes. (English) Zbl 1164.62053 J. Time Ser. Anal. 29, No. 2, 224-250 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{D. S. Poskitt}, J. Time Ser. Anal. 29, No. 2, 224--250 (2008; Zbl 1164.62053) Full Text: DOI
Blake, Andrew P.; Kapetanios, George Testing for neglected nonlinearity in cointegrating relationships. (English) Zbl 1150.62039 J. Time Ser. Anal. 28, No. 6, 807-826 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62M07 62G09 PDFBibTeX XMLCite \textit{A. P. Blake} and \textit{G. Kapetanios}, J. Time Ser. Anal. 28, No. 6, 807--826 (2007; Zbl 1150.62039) Full Text: DOI Link
Canepa, A.; Godfrey, L. G. Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods. (English) Zbl 1165.62063 J. Time Ser. Anal. 28, No. 3, 434-453 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{A. Canepa} and \textit{L. G. Godfrey}, J. Time Ser. Anal. 28, No. 3, 434--453 (2006; Zbl 1165.62063) Full Text: DOI
Hidalgo, Javier A nonparametric test for weak dependence against strong cycles and its bootstrap analogue. (English) Zbl 1165.62066 J. Time Ser. Anal. 28, No. 3, 307-349 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G10 62G09 PDFBibTeX XMLCite \textit{J. Hidalgo}, J. Time Ser. Anal. 28, No. 3, 307--349 (2006; Zbl 1165.62066) Full Text: DOI
Pfeffermann, Danny; Tiller, Richard Bootstrap approximation to prediction MSE for state-space models with estimated parameters. (English) Zbl 1097.62086 J. Time Ser. Anal. 26, No. 6, 893-916 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G09 62F40 62M20 62F12 PDFBibTeX XMLCite \textit{D. Pfeffermann} and \textit{R. Tiller}, J. Time Ser. Anal. 26, No. 6, 893--916 (2005; Zbl 1097.62086) Full Text: DOI Link
Paparoditis, Efstathios Testing the fit of a vector autoregressive moving average model. (English) Zbl 1090.62096 J. Time Ser. Anal. 26, No. 4, 543-568 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G10 62G09 62M15 62E20 PDFBibTeX XMLCite \textit{E. Paparoditis}, J. Time Ser. Anal. 26, No. 4, 543--568 (2005; Zbl 1090.62096) Full Text: DOI
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther Bootstrap predictive inference for ARIMA processes. (English) Zbl 1062.62199 J. Time Ser. Anal. 25, No. 4, 449-465 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G09 62M20 PDFBibTeX XMLCite \textit{L. Pascual} et al., J. Time Ser. Anal. 25, No. 4, 449--465 (2004; Zbl 1062.62199) Full Text: DOI Link
Kim, Tae Yoon; Hwang, Sun Young Kernel matching scheme for block bootstrap of time series data. (English) Zbl 1051.62077 J. Time Ser. Anal. 25, No. 2, 199-216 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62F40 PDFBibTeX XMLCite \textit{T. Y. Kim} and \textit{S. Y. Hwang}, J. Time Ser. Anal. 25, No. 2, 199--216 (2004; Zbl 1051.62077) Full Text: DOI
Busetti, Fabio; Harvey, Andrew Further comments on stationarity tests in series with structural breaks at unknown points. (English) Zbl 1112.62087 J. Time Ser. Anal. 24, No. 2, 137-140 (2003). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G10 62L99 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 24, No. 2, 137--140 (2003; Zbl 1112.62087) Full Text: DOI
Swensen, Anders Rygh Bootstrapping unit root tests for integrated processes. (English. English summary) Zbl 1023.62090 J. Time Ser. Anal. 24, No. 1, 99-126 (2003). Reviewer: R.E.Maiboroda MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{A. R. Swensen}, J. Time Ser. Anal. 24, No. 1, 99--126 (2003; Zbl 1023.62090) Full Text: DOI
Blanke, D.; Pumo, B. Optimal sampling for density estimation in continuous time. (English) Zbl 1022.62040 J. Time Ser. Anal. 24, No. 1, 1-28 (2003). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62G09 62G07 PDFBibTeX XMLCite \textit{D. Blanke} and \textit{B. Pumo}, J. Time Ser. Anal. 24, No. 1, 1--28 (2003; Zbl 1022.62040) Full Text: DOI
Wall, Kent D.; Stoffer, David S. A state space approach to bootstrapping conditional forecasts in ARMA models. (English) Zbl 1115.62101 J. Time Ser. Anal. 23, No. 6, 733-751 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M20 62G09 62F40 PDFBibTeX XMLCite \textit{K. D. Wall} and \textit{D. S. Stoffer}, J. Time Ser. Anal. 23, No. 6, 733--751 (2002; Zbl 1115.62101) Full Text: DOI
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. Properties of the nonparametric autoregressive bootstrap. (English) Zbl 1062.62173 J. Time Ser. Anal. 23, No. 5, 555-585 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G20 62F40 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 23, No. 5, 555--585 (2002; Zbl 1062.62173) Full Text: DOI Link
Li, Hongyi; Xiao, Zhijie Bootstraping time series regressions with integrated process. (English) Zbl 0973.62075 J. Time Ser. Anal. 22, No. 4, 461-480 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{H. Li} and \textit{Z. Xiao}, J. Time Ser. Anal. 22, No. 4, 461--480 (2001; Zbl 0973.62075) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. The local bootstrap for periodogram statistics. (English) Zbl 0938.62051 J. Time Ser. Anal. 20, No. 2, 193-222 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62G09 62M15 62M10 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Time Ser. Anal. 20, No. 2, 193--222 (1999; Zbl 0938.62051) Full Text: DOI
Kilian, Lutz Accounting for lag order uncertainty in autoregressions: The endogenous lag order bootstrap algorithm. (English) Zbl 0913.62083 J. Time Ser. Anal. 19, No. 5, 531-548 (1998). MSC: 62M10 65C99 62G09 PDFBibTeX XMLCite \textit{L. Kilian}, J. Time Ser. Anal. 19, No. 5, 531--548 (1998; Zbl 0913.62083) Full Text: DOI
Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William T. M. Improved bootstrap prediction intervals for autoregressions. (English) Zbl 0813.62084 J. Time Ser. Anal. 16, No. 2, 177-200 (1995). MSC: 62M20 62G09 PDFBibTeX XMLCite \textit{F. J. Breidt} et al., J. Time Ser. Anal. 16, No. 2, 177--200 (1995; Zbl 0813.62084) Full Text: DOI
Hallin, Marc On the Pitman non-admissibility of correlogram-based methods. (English) Zbl 0807.62068 J. Time Ser. Anal. 15, No. 6, 607-611 (1994). MSC: 62M10 62C15 62G10 62G20 PDFBibTeX XMLCite \textit{M. Hallin}, J. Time Ser. Anal. 15, No. 6, 607--611 (1994; Zbl 0807.62068) Full Text: DOI