The stationary bootstrap

Keywords

Resampling, Mathematics, Stationary sequence, Stationary process, Applied mathematics

References

• Moving blocks jackknife and bootstrap capture weak dependenceRenkang Liu — 1992
• A Course in Probability TheoryK. Chung — 1949
• Bootstrap choice of tuning parametersChristian Léger, Joseph P. Romano — 1990
• Martingale Limit Theory and Its ApplicationP. Hall, E. Lukács, Z. Birnbaum — 1980
• Moment bounds for stationary mixing sequencesRyozo Yokoyama — 1980
• Bootstrap adaptive estimation: The trimmed-mean exampleChristian Léger, Joseph P. Romano — 1990
• Asymptotic Normality, Strong Mixing and Spectral Density EstimatesM. Rosenblatt — 1984
• A General Resampling Scheme for Triangular Arrays of α-Mixing Random Variables with Application to the Problem of Spectral Density EstimationDimitris N. Politis, Joseph P. Romano — 1992
• A Note on Empirical Processes of Strong-Mixing SequencesChandrakant M. Deo — 1973
• The Jackknife and the Bootstrap for General Stationary ObservationsHans R. Künsch — 1989
• Bootstrap technology and applicationsChristian Léger, Dimitris N. Politis, Joseph P. Romano — 1992
• Bootstrap confidence bands for spectra and cross-spectraDimitris N. Politis, Joseph P. Romano, Tze Leung Lai — 1989
• Stationary sequences and random fieldsMurray Rosenblatt — 1985
• Note on the Berry-Esseen TheoremMelvin L. Katz — 1963
• Time Series: Data Analysis and TheoryDavid R. Brillinger — 1981
• The spectral analysis of time seriesNigel Smeeton, I. G. Zurbenko — 1986
• Bootstrap Methods: Another Look at the JackknifeB. Efron — 1979
• Spectral Analysis and Time SeriesDavid B. Preston — 1983
• Exploring the Limits of BootstrapArthur Pewsey, Raoul LePage, Lynn Billard — 1994
• On the Theoretical Specification and Sampling Properties of Autocorrelated Time‐SeriesM. S. Bartlett — 1946

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