Soukarieh, Inass; Bouzebda, Salim Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain. (English) Zbl 1521.60036 J. Multivariate Anal. 195, Article ID 105143, 25 p. (2023). MSC: 60J05 60F05 60F15 60K05 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Barbeito, Inés; Cao, Ricardo; Politis, Dimitris Bootstrap confidence intervals for conditional density function in Markov processes. (English) Zbl 07553338 Commun. Stat., Simulation Comput. 50, No. 12, 4315-4337 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wu; He, Xuming; Zhu, Zhongyi Statistical inference for multiple change-point models. (English) Zbl 1471.62305 Scand. J. Stat. 47, No. 4, 1149-1170 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G05 62G10 62G09 62G15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shintani, Mototsugu; Guo, Zi-Yi Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach. (English) Zbl 1490.62272 Econom. Rev. 37, No. 4, 360-379 (2018). MSC: 62M10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Weiß, Christian H.; Steuer, Detlef; Jentsch, Carsten; Testik, Murat Caner Guaranteed conditional ARL performance in the presence of autocorrelation. (English) Zbl 1469.62161 Comput. Stat. Data Anal. 128, 367-379 (2018). MSC: 62-08 62M10 62G09 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian Relevant states and memory in Markov chain bootstrapping and simulation. (English) Zbl 1394.90553 Eur. J. Oper. Res. 256, No. 1, 163-177 (2017); corrigendum ibid. 276, No. 3, 1193 (2019). MSC: 90C40 62G09 62M05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian; Ricca, Federica; Scozzari, Andrea A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. (English) Zbl 1406.91302 Ann. Oper. Res. 248, No. 1-2, 163-187 (2017). MSC: 91B84 90C11 60J28 62F40 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Phillips, Garry D. A.; Liu-Evans, Gareth Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models. (English) Zbl 1466.62177 Comput. Stat. Data Anal. 100, 734-762 (2016). MSC: 62-08 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Pan, Li; Politis, Dimitris N. Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. (English) Zbl 1353.62101 J. Stat. Plann. Inference 177, 1-27 (2016). MSC: 62M10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wenjie; Kaffo, Maximilien Bootstrap inference for instrumental variable models with many weak instruments. (English) Zbl 1419.62526 J. Econom. 192, No. 1, 231-268 (2016). MSC: 62P20 62J05 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap confidence sets with weak instruments. (English) Zbl 1491.62200 Econom. Rev. 33, No. 5-6, 651-675 (2014). MSC: 62P20 62G09 62G15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Liu, Shen; Maharaj, Elizabeth Ann; Inder, Brett Polarization of forecast densities: a new approach to time series classification. (English) Zbl 1471.62121 Comput. Stat. Data Anal. 70, 345-361 (2014). MSC: 62-08 62M10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bentarzi, M.; Djeddou, L. On mixture periodic vector autoregressive models. (English) Zbl 1462.62165 Commun. Stat., Simulation Comput. 43, No. 10, 2325-2352 (2014). MSC: 62M10 62F12 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Chau, Tak Wai On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators. (English) Zbl 1293.62145 Econ. Lett. 123, No. 3, 333-335 (2014). MSC: 62J05 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Fink, Thorsten; Kreiss, Jens-Peter Simultaneous bootstrap for all three parameters in random coefficient autoregressive models. (English) Zbl 1306.62082 J. Korean Stat. Soc. 43, No. 3, 425-438 (2014). MSC: 62F40 62M10 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Fink, Thorsten; Kreiss, Jens-Peter Bootstrap for random coefficient autoregressive models. (English) Zbl 1306.62195 J. Time Ser. Anal. 34, No. 6, 646-667 (2013). Reviewer: Yuehua Wu (Toronto) MSC: 62M10 62M09 62F40 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Gel, Yulia R.; Chen, Bei Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap. (English. French summary) Zbl 1349.62401 Can. J. Stat. 40, No. 3, 405-426 (2012). MSC: 62M10 62G10 62G09 62G20 91B84 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N. On the range of validity of the autoregressive sieve bootstrap. (English) Zbl 1227.62067 Ann. Stat. 39, No. 4, 2103-2130 (2011). MSC: 62M10 62M15 62G09 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fenga, Livio; Politis, Dimitris N. Bootstrap-based ARMA order selection. (English) Zbl 1219.62136 J. Stat. Comput. Simulation 81, No. 7, 799-814 (2011). MSC: 62M10 62G09 62B10 62E20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap inference in a linear equation estimated by instrumental variables. (English) Zbl 1154.62018 Econom. J. 11, No. 3, 443-477 (2008). MSC: 62F03 62F40 62F05 65C60 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Monbet, Valérie; Marteau, Pierre-François Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach. (English) Zbl 1102.62043 J. Stat. Plann. Inference 136, No. 10, 3319-3338 (2006). MSC: 62G09 62M10 62G20 62M05 37M10 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Alonso, Andrés M.; Peña, Daniel; Romo, Juan Resampling time series using missing values techniques. (English) Zbl 1047.62075 Ann. Inst. Stat. Math. 55, No. 4, 765-796 (2003). MSC: 62M10 62G09 65C05 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Bühlmann, Peter Bootstraps for time series. (English) Zbl 1013.62048 Stat. Sci. 17, No. 1, 52-72 (2002). MSC: 62G09 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. The local bootstrap for Markov processes. (English) Zbl 1016.62041 J. Stat. Plann. Inference 108, No. 1-2, 301-328 (2002). MSC: 62G09 62M05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Vilar-Fernández, Juan M.; Vilar-Fernández, José A. Bootstrap of minimum distance estimators in regression with correlated disturbances. (English) Zbl 1051.62040 J. Stat. Plann. Inference 108, No. 1-2, 283-299 (2002). MSC: 62G08 62G09 62G20 62E20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
van Giersbergen, Noud P. A.; Kiviet, Jan F. How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach. (English) Zbl 1020.62015 J. Econom. 108, No. 1, 133-156 (2002). MSC: 62F03 62F40 62M10 62F25 62J05 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Large-sample inference in the general AR(1) model. (English) Zbl 0967.62069 Test 9, No. 2, 487-509 (2000). MSC: 62M10 62G20 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Bertail, Patrice; Politis, Dimitris N.; Rhomari, Nourheddine Subsampling continuous parameter random fields and a Bernstein inequality. (English) Zbl 0970.62063 Statistics 33, No. 4, 367-392 (2000). MSC: 62M40 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Bühlmann, Peter; Künsch, Hans R. Block length selection in the bootstrap for time series. (English) Zbl 1061.62528 Comput. Stat. Data Anal. 31, No. 3, 295-310 (1999). MSC: 62G09 62M15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Christoffersson, Jan Resampling a nonlinear regression model in the frequency domain. (English) Zbl 0928.62046 Commun. Stat., Simulation Comput. 28, No. 2, 329-348 (1999). MSC: 62J02 62G09 62M10 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Bühlmann, Peter Sieve bootstrap for smoothing in nonstationary time series. (English) Zbl 0934.62039 Ann. Stat. 26, No. 1, 48-83 (1998). MSC: 62G09 62M10 62G08 62G15 × Cite Format Result Cite Review PDF Full Text: DOI
Sherman, Michael Efficiency and robustness in subsampling for dependent data. (English) Zbl 0941.62051 J. Stat. Plann. Inference 75, No. 1, 133-146 (1998). MSC: 62G09 62G35 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Jae H. Bootstrap order selection for autoregressive models. (English) Zbl 0920.62109 J. Stat. Comput. Simulation 61, No. 3, 219-235 (1998). MSC: 62M10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Kazarian, Levon A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters. (English) Zbl 0899.62084 Stat. Pap. 39, No. 3, 325-333 (1998). MSC: 62J05 62F12 62F30 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Jing, Bing-Yi On the relative performance of the block bootstrap for dependent data. (English) Zbl 1127.62333 Commun. Stat., Theory Methods 26, No. 6, 1313-1328 (1997). MSC: 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Christoffersson, Jan A resampling method for regression models with serially correlated errors. (English) Zbl 0900.62216 Comput. Stat. Data Anal. 25, No. 1, 43-53 (1997). MSC: 62G09 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Sherman, Michael; le Cessie, Saskia A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models. (English) Zbl 0901.62088 Commun. Stat., Simulation Comput. 26, No. 3, 901-925 (1997). MSC: 62J12 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Politis, D. N.; Romano, Joseph P.; Wolf, Michael Subsampling for heteroskedastic time series. (English) Zbl 0904.62059 J. Econom. 81, No. 2, 281-317 (1997). MSC: 62G15 62M10 62P20 62G09 62J05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Datta, Somnath; Sriram, T. N. A modified bootstrap for autoregression without stationarity. (English) Zbl 0937.62639 J. Stat. Plann. Inference 59, No. 1, 19-30 (1997). MSC: 62M10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Vilar Fernández, J. M.; González Manteiga, W. Bootstrap test of goodness of fit to a linear model when errors are correlated. (English) Zbl 0870.62037 Commun. Stat., Theory Methods 25, No. 12, 2925-2953 (1996). MSC: 62G10 62M10 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Hongyi; Maddala, G. S. Bootstrapping time series models. (With discussion). (English) Zbl 0855.62074 Econom. Rev. 15, No. 2, 115-195 (1996). MSC: 62M10 62P20 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Prášková, Zuzana A contribution of bootstrapping autoregressive processes. (English) Zbl 0857.62089 Kybernetika 31, No. 4, 359-373 (1995). MSC: 62M10 62E20 62G09 × Cite Format Result Cite Review PDF Full Text: EuDML Link
Stute, Winfried Bootstrap of linear model with AR-error structure. (English) Zbl 0838.62051 Metrika 42, No. 6, 395-410 (1995). MSC: 62J05 62G09 62M10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Fisher, Gordon; Sim, Ah Boon Some finite sample theory for bootstrap regression estimates. (English) Zbl 0811.62051 J. Stat. Plann. Inference 43, No. 1-2, 289-300 (1995). MSC: 62G09 62G07 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Rayner, Robert K. The small-sample power of Durbin’s \(h\) test revisited. (English) Zbl 0937.62530 Comput. Stat. Data Anal. 17, No. 1, 87-94 (1994). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lahiri, S. N. On the moving block bootstrap under long range dependence. (English) Zbl 0793.62023 Stat. Probab. Lett. 18, No. 5, 405-413 (1993). MSC: 62G09 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Corduas, Marcella Bootstrapping moving average models. (English) Zbl 1446.62237 J. Ital. Stat. Soc. 1, No. 2, 227-234 (1992). MSC: 62M10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Kreiss, Jens-Peter; Franke, Jürgen Bootstrapping stationary autoregressive moving-average models. (English) Zbl 0787.62092 J. Time Ser. Anal. 13, No. 4, 297-317 (1992). Reviewer: G.Wittwer (Dresden) MSC: 62M10 62E20 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Lahiri, Soumendra Nath Second order optimality of stationary bootstrap. (English) Zbl 0722.62016 Stat. Probab. Lett. 11, No. 4, 335-341 (1991). MSC: 62E20 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Basawa, I. V.; Green, T. A.; McCormick, W. P.; Taylor, R. L. Asymptotic bootstrap validity for finite Markov chains. (English) Zbl 0900.62450 Commun. Stat., Theory Methods 19, No. 4, 1493-1510 (1990). MSC: 62M05 62G09 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bose, Arup Bootstrap in moving average models. (English) Zbl 0721.62089 Ann. Inst. Stat. Math. 42, No. 4, 753-768 (1990). MSC: 62M10 62G09 62E17 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Rajarshi, M. B. Bootstrap in Markov-sequences based on estimates of transition density. (English) Zbl 0714.62036 Ann. Inst. Stat. Math. 42, No. 2, 253-268 (1990). MSC: 62G09 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Won Kyung; Billard, L.; Basawa, I. V. Estimation for the first-order diagonal bilinear time series model. (English) Zbl 0711.62078 J. Time Ser. Anal. 11, No. 3, 215-229 (1990). MSC: 62M10 62E20 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Rayner, Robert K. Some asymptotic theory for the bootstrap in econometric models. (English) Zbl 1328.62635 Econ. Lett. 26, No. 1, 43-47 (1988). MSC: 62P20 62F40 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Hsu, Yu-Sheng; Lau, Kin-Nam; Fung, Hung-Gay; Ulveling, Edwin F. Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates. (English) Zbl 1328.62619 Econ. Lett. 20, No. 3, 233-239 (1986). MSC: 62P20 62F10 62F40 × Cite Format Result Cite Review PDF Full Text: DOI