On the range of validity of the autoregressive sieve bootstrap

30 January 2012

Papers citing "On the range of validity of the autoregressive sieve bootstrap"

30 / 30 papers shown

Title
AR-Sieve Bootstrap for the Random Forest and a simulation-based comparison with rangerts time series prediction Cabrel Teguemne Fokam Carsten Jentsch Michel Lang Markus Pauly AI4TS 37 0 0 01 Oct 2024
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection without Dimension Reduction E. Paparoditis L. Wegner Martin Wendler 23 0 0 09 Aug 2024
Regenerative bootstrap for $β$ -null recurrent Markov chains Carlos Fernández 23 0 0 07 Jul 2024
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations Yunyi Zhang 42 1 0 11 Oct 2023
Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes A. Inoue Junho Yang 22 0 0 02 Apr 2023
On the asymptotic behavior of a finite section of the optimal causal filter Junho Yang 47 1 0 06 Feb 2023
Theoretical analysis of deep neural networks for temporally dependent observations Mingliang Ma Abolfazl Safikhani 49 11 0 20 Oct 2022
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications Xiucai Ding Zhou Zhou AI4TS 27 5 0 01 Dec 2021
AR-sieve Bootstrap for High-dimensional Time Series Daning Bi H. Shang Yanrong Yang Huanjun Zhu AI4TS 45 2 0 01 Dec 2021
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions Yunyi Zhang E. Paparoditis D. Politis 35 2 0 26 Oct 2021
Fast Non-Asymptotic Testing And Support Recovery For Large Sparse Toeplitz Covariance Matrices Nayel Bettache C. Butucea M. Sorba 28 3 0 12 Feb 2021
A Frequency Domain Bootstrap for General Multivariate Stationary Processes M. Meyer E. Paparoditis AI4TS 16 4 0 03 Feb 2021
bootUR: An R Package for Bootstrap Unit Root Tests Stephan Smeekes Ines Wilms 15 8 0 23 Jul 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 103 35 0 21 Jul 2020
Spectral methods for small sample time series: A complete periodogram approach Sourav Das S. Subba Rao Junho Yang AI4TS 41 11 0 01 Jul 2020
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain S. Subba Rao Junho Yang 44 18 0 20 Jan 2020
Model-free Bootstrap for a General Class of Stationary Time Series Y. Wang D. Politis 15 6 0 31 Dec 2019
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability Xiucai Ding Zhou Zhou AI4TS 30 2 0 30 Dec 2019
A residual-based bootstrap for functional autoregressions J. Franke E. Nyarige 34 14 0 18 May 2019
EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series J. Krampe Jens-Peter Kreiss E. Paparoditis AI4TS 26 11 0 20 Dec 2017
Consistency Results for Stationary Autoregressive Processes with Constrained Coefficients Alessio Sancetta 18 1 0 08 Jun 2017
Sieve Bootstrap for Functional Time Series E. Paparoditis AI4TS 43 33 0 20 Sep 2016
Bias Correction of Semiparametric Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap D. Poskitt G. Martin S. Grose 24 5 0 06 Mar 2016
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes A. Inoue Yukio Kasahara Mohsen Pourahmadi 49 15 0 10 Jul 2015
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension Carsten Jentsch D. Politis AI4TS 42 45 0 02 Jun 2015
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap D. Poskitt G. Martin S. Grose 33 2 0 27 Feb 2014
Detecting long-range dependence in non-stationary time series Philip Preuss Kemal Sen Holger Dette 55 9 0 28 Dec 2013
A test for stationarity based on empirical processes Philip Preuss Mathias Vetter Holger Dette 49 40 0 19 Dec 2013
Testing for stationarity in multivariate locally stationary processes R. Puchstein Philip Preuss 74 11 0 05 Dec 2013
Detection of multiple structural breaks in multivariate time series Philip Preuss R. Puchstein Holger Dette 81 111 0 05 Sep 2013