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Local block bootstrap inference for trending time series

https://doi.org/10.1007/s00184-012-0413-9
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4757-3803-2openalex-snapshot
Resampling Methods for Dependent Data
inferredcites →https://doi.org/10.1007/bfb0098489openalex-snapshot
Kernel estimation of regression functions
inferredcites →https://doi.org/10.1016/0047-259x(92)90026-copenalex-snapshot
Fixed design regression for time series: Asymptotic normality
inferredcites →https://doi.org/10.1016/0304-4149(90)90045-topenalex-snapshot
Nonparametric regression estimation under mixing conditions
inferredcites →https://doi.org/10.1016/0304-4149(90)90100-7openalex-snapshot
Nonparametric regression with long-range dependence
inferredcites →https://doi.org/10.1016/0304-4149(95)00090-9openalex-snapshot
On the Kullback-Leibler information divergence of locally stationary processes
inferredcites →https://doi.org/10.1016/b978-0-444-51378-6.x5000-5openalex-snapshot
Recent Advances and Trends in Nonparametric Statistics
inferredcites →https://doi.org/10.1016/b978-044451378-6/50029-6openalex-snapshot
Locally Stationary Processes and the Local Block Bootstrap
inferredcites →https://doi.org/10.1016/j.jkss.2011.08.009openalex-snapshot
Bootstrap methods for dependent data: A review
inferredcites →https://doi.org/10.1016/s1631-073x(02)02578-5openalex-snapshot
Local block bootstrap
inferredcites →https://doi.org/10.1080/01621459.1990.10474936openalex-snapshot
Kernel Smoothing of Data With Correlated Errors
inferredcites →https://doi.org/10.1080/01621459.1996.10476928openalex-snapshot
Inference For Autocorrelations Under Weak Assumptions
inferredcites →https://doi.org/10.1093/biomet/82.3.561openalex-snapshot
On Blocking Rules for the Bootstrap with Dependent Data
inferredcites →https://doi.org/10.1109/79.647042openalex-snapshot
Computer-intensive methods in statistical analysis
inferredcites →https://doi.org/10.1111/j.2517-6161.1991.tb01816.xopenalex-snapshot
Kernel Regression Estimation with Time Series Errors
inferredcites →https://doi.org/10.1137/1109020openalex-snapshot
On Estimating Regression
inferredcites →https://doi.org/10.1137/1110024openalex-snapshot
On Non-Parametric Estimates of Density Functions and Regression Curves
inferredcites →https://doi.org/10.1214/aos/1030563978openalex-snapshot
Sieve bootstrap for smoothing in nonstationary time series
inferredcites →https://doi.org/10.1214/aos/1034276620openalex-snapshot
Fitting time series models to nonstationary processes
inferredcites →https://doi.org/10.1214/aos/1176344552openalex-snapshot
Bootstrap Methods: Another Look at the Jackknife
inferredcites →https://doi.org/10.1214/aos/1176347265openalex-snapshot
The Jackknife and the Bootstrap for General Stationary Observations

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Indirect Inference for Locally Stationary Models
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Prediction: Some Heuristic Notions
inferred← citeshttps://doi.org/10.1007/978-3-319-21347-7_10openalex-snapshot
Model-Free vs. Model-Based Volatility Prediction
inferred← citeshttps://doi.org/10.1007/978-3-319-21347-7_2openalex-snapshot
The Model-Free Prediction Principle
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Model-Based Prediction in Regression
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Model-Free Prediction in Regression
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Model-Free vs. Model-Based Confidence Intervals
inferred← citeshttps://doi.org/10.1007/978-3-319-21347-7_6openalex-snapshot
Linear Time Series and Optimal Linear Prediction
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Model-Based Prediction in Autoregression
inferred← citeshttps://doi.org/10.1007/978-3-319-21347-7_8openalex-snapshot
Model-Free Inference for Markov Processes
inferred← citeshttps://doi.org/10.1007/978-3-319-21347-7_9openalex-snapshot
Predictive Inference for Locally Stationary Time Series
inferred← citeshttps://doi.org/10.1016/j.chaos.2023.113260openalex-snapshot
Scientific progress in information theory quantifiers
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Composite likelihood inference for analysis of individual animal identification data
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Indirect inference for locally stationary models
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The battle of informational efficiency: Cryptocurrencies vs. classical assets
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Predictive Inference for Locally Stationary Time Series With an Application to Climate Data
inferred← citeshttps://doi.org/10.1080/10485252.2023.2284896openalex-snapshot
A bootstrap functional central limit theorem for time-varying linear processes
inferred← citeshttps://doi.org/10.1080/10485252.2025.2577134openalex-snapshot
A time-span-focussed test for independence of time-varying linear processes
inferred← citeshttps://doi.org/10.48550/arxiv.1906.01768openalex-snapshot
Indirect Inference for Locally Stationary Models
inferred← citeshttps://doi.org/10.48550/arxiv.1909.02662openalex-snapshot
Block bootstrap optimality for density estimation with dependent data
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