Research graph
References from Subsampling for heteroskedastic time series. Local targets link to admitted publications; unresolved targets remain external evidence.
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
10.2307/2951574 · 1992 · External reference
Bootstrapping statistics with linear combinations of Chi-squares as weak limrm
1986 · External reference
Bootstrap methods in statistics
1984 · External reference
Sur l'extension du théorème du calcul des probabilités aux sommes de quantités dependantes
10.1007/bf01447859 · 1927 · External reference
Unresolved reference
1968 · External reference
Unresolved reference
1986 · External reference
The pricing of options and corporate liabilities
10.1086/260062 · 1973 · External reference
Edgeworth correction by bootstrap in autoregressions
1988 · External reference
Blockwise bootstrapped empirical process for stationary sequences
10.1214/aos/1176325508 · 1994 · External reference
Block length selection in the bootstrap for time series
1994 · External reference
Unresolved reference
1995 · External reference
The use of subseries methods for estimating the variance of a general statistic from a stationary time series
10.1214/aos/1176350057 · 1986 · External reference
The invariance principle for stationary processes
10.1137/1115050 · 1970 · External reference
Mixing: properties and examples
1994 · External reference
Bootstrap methods: another look at the jacknife
10.1214/aos/1176344552 · 1979 · External reference
Unresolved reference
1993 · External reference
Unresolved reference
1995 · External reference
On bootstrapping kernel spectral estimates
1992 · External reference
Bootstrapping regression models
10.1214/aos/1176345638 · 1981 · External reference
On bootstrapping two-stage least-squares estimates in stationary linear models
10.1214/aos/1176346705 · 1984 · External reference
On symmetric bootstrap confidence intervals
10.1111/j.2517-6161.1988.tb01709.x · 1988 · External reference
Unresolved reference
1992 · External reference
Unresolved reference
1980 · External reference
On blocking rules for the bootstrap with dependent data
10.1093/biomet/82.3.561 · 1995 · External reference
Some limit theorems for stationary processes
10.1137/1107036 · 1962 · External reference
The jackknife and the bootstrap for general stationary observations
10.1214/aos/1176347265 · 1989 · External reference
Edgeworth correction by ‘Moving block’ bootstrap for stationary and nonstationary data
1992 · External reference
Bootstrap procedures under some non-iid models
10.1214/aos/1176351062 · 1988 · External reference
Moving blocks jackknife and bootstrap capture weak dependence
1992 · External reference
Stock market prices do not follow random walks: Evidence from a simple specification test
10.1093/rfs/1.1.41 · 1988 · External reference
Calibrating confidence coefficients
10.1080/01621459.1987.10478408 · 1987 · External reference
Are long-horizon stock returns predictable? A bootstrap analysis
10.1111/j.1468-5957.1996.tb00404.x · 1996 · External reference
Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
10.2996/kmj/1138846576 · 1972 · External reference
A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation
10.1214/aos/1176348899 · 1992 · External reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · 1994 · External reference
Large sample confidence regions based on subsamples under minimal assumptions
10.1214/aos/1176325770 · 1994 · External reference
Subsampling for nonstationary time series
1995 · External reference
A central limit theorem and a strong mixing condition
1956 · External reference
Contributions to central limit theory for dependent variables
10.1214/aoms/1177698240 · 1968 · External reference
On the asymptotic accuracy of Efron's bootstrap
10.1214/aos/1176345636 · 1981 · External reference
Inequalities and estimates of the convergence rate for the weakly dependent case
1984 · External reference
Unresolved reference
1984 · External reference
Nonlinear regression with dependent observations
10.2307/1911465 · 1984 · External reference
Some limit theorems for random functions, Part I
10.1137/1104015 · 1959 · External reference
Jacknife, bootstrap and other resampling methods in regression analysis
1986 · External reference
