-
1
-
-
0000487450
-
Bootstrapping unstable first order autoregressive processes
-
Basawa I.V., Mallik A.K., McCormick W.P., Reeves J.H., Taylor R.L. Bootstrapping unstable first order autoregressive processes. Ann. Statist. 19:1991;1098-1101.
-
(1991)
Ann. Statist.
, vol.19
, pp. 1098-1101
-
-
Basawa, I.V.1
Mallik, A.K.2
McCormick, W.P.3
Reeves, J.H.4
Taylor, R.L.5
-
3
-
-
0001029192
-
Edgeworth correction by bootstrap in autoregressions
-
Bose A. Edgeworth correction by bootstrap in autoregressions. Ann. Statist. 16:1988;1709-1722.
-
(1988)
Ann. Statist.
, vol.16
, pp. 1709-1722
-
-
Bose, A.1
-
4
-
-
51649147737
-
Bootstrap in moving average models
-
Bose A. Bootstrap in moving average models. Ann. Inst. Statist. Math. 4:1990;753-768.
-
(1990)
Ann. Inst. Statist. Math.
, vol.4
, pp. 753-768
-
-
Bose, A.1
-
5
-
-
0003691602
-
-
Springer, New York
-
Brockwell, P.J., Davis, R.A., 1987. Time Series, Theory and Methods. Springer, New York.
-
(1987)
Time Series, Theory and Methods
-
-
Brockwell, P.J.1
Davis, R.A.2
-
6
-
-
0000514094
-
The use of subseries values for estimating the variance of a general statistic from a stationary sequence
-
Carlstein E. The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Statist. 14:1986;1171-1179.
-
(1986)
Ann. Statist.
, vol.14
, pp. 1171-1179
-
-
Carlstein, E.1
-
8
-
-
0030606765
-
On asymptotic properties of bootstrap for AR(1) processes
-
to appear
-
Datta, S., 1996. On asymptotic properties of bootstrap for AR(1) processes. J. Statist. Planning Inference, to appear.
-
(1996)
J. Statist. Planning Inference
-
-
Datta, S.1
-
9
-
-
0000299884
-
On bootstrapping two-stage least squares estimates in stationary linear models
-
Freedman D. On bootstrapping two-stage least squares estimates in stationary linear models. Ann. Statist. 12:1984;827-842.
-
(1984)
Ann. Statist.
, vol.12
, pp. 827-842
-
-
Freedman, D.1
-
10
-
-
0000181137
-
Asymptotic properties of some confidence interval estimators for simulation output
-
Goldsman D., Schruben L. Asymptotic properties of some confidence interval estimators for simulation output. Management Sci. 30:1984;1217-1225.
-
(1984)
Management Sci.
, vol.30
, pp. 1217-1225
-
-
Goldsman, D.1
Schruben, L.2
-
11
-
-
0010936382
-
Second-order correctness of the blockwise bootstrap for stationary observations
-
Götze F., Künsch H. Second-order correctness of the blockwise bootstrap for stationary observations. Ann. Statist. 24:1996;1914-1933.
-
(1996)
Ann. Statist.
, vol.24
, pp. 1914-1933
-
-
Götze, F.1
Künsch, H.2
-
12
-
-
77956890307
-
On blocking rules for the bootstrap with dependent data
-
Hall P., Horowitz J.L., Jing B.Y. On blocking rules for the bootstrap with dependent data. Biometrika. 82:1995;561-574.
-
(1995)
Biometrika
, vol.82
, pp. 561-574
-
-
Hall, P.1
Horowitz, J.L.2
Jing, B.Y.3
-
13
-
-
0000144137
-
On sample re-use methods for dependent data
-
Hall P., Jing B.Y. On sample re-use methods for dependent data. J. Roy. Statist. Soc. Ser. B. 58:1996;727-737.
-
(1996)
J. Roy. Statist. Soc. Ser. B
, vol.58
, pp. 727-737
-
-
Hall, P.1
Jing, B.Y.2
-
14
-
-
0000181737
-
The Jackknife and bootstrap for general stationary observations
-
Künsch H. The Jackknife and bootstrap for general stationary observations. Ann. Statist. 17:1989;1217-1241.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1217-1241
-
-
Künsch, H.1
-
15
-
-
0003158522
-
Second order optimality of stationary bootstrap
-
Lahiri S.N. Second order optimality of stationary bootstrap. Statist. Probab. Lett. 11:1991;335-341.
-
(1991)
Statist. Probab. Lett.
, vol.11
, pp. 335-341
-
-
Lahiri, S.N.1
-
17
-
-
0001180494
-
Moving blocks jackknife and bootstrap capture weak dependence
-
In: Lepage, R., Billard, L. (Eds.) Wiley, New York
-
Liu, R., Singh, K., 1992a. Moving blocks jackknife and bootstrap capture weak dependence. In: Lepage, R., Billard, L. (Eds.), Exploring the Limits of Bootstrap. Wiley, New York.
-
(1992)
Exploring the Limits of Bootstrap
-
-
Liu, R.1
Singh, K.2
-
18
-
-
0002674307
-
Efficiency and robustness in resampling
-
Liu R., Singh K. Efficiency and robustness in resampling. Ann. Statist. 20:1992;370-384.
-
(1992)
Ann. Statist.
, vol.20
, pp. 370-384
-
-
Liu, R.1
Singh, K.2
-
19
-
-
0008535379
-
Information and the likelihood function in exponential families
-
McCulloch R.E. Information and the likelihood function in exponential families. The Amer. Statist. 42:1988;73-75.
-
(1988)
The Amer. Statist.
, vol.42
, pp. 73-75
-
-
McCulloch, R.E.1
-
21
-
-
21844512391
-
Large-sample confidence regions based on subsamples under minimal assumptions
-
Politis D.N., Romano J.P. Large-sample confidence regions based on subsamples under minimal assumptions. Ann. Statist. 22:1994;2031-2050.
-
(1994)
Ann. Statist.
, vol.22
, pp. 2031-2050
-
-
Politis, D.N.1
Romano, J.P.2
-
22
-
-
0020846587
-
Confidence interval estimation using standardized time series
-
Schruben L. Confidence interval estimation using standardized time series. Oper. Res. 31:1983;1090-1108.
-
(1983)
Oper. Res.
, vol.31
, pp. 1090-1108
-
-
Schruben, L.1
-
24
-
-
0001282823
-
Optimal mean-squared-error batch sizes
-
Song W.T., Schmeiser B.W. Optimal mean-squared-error batch sizes. Management Sci. 41:1995;110-123.
-
(1995)
Management Sci.
, vol.41
, pp. 110-123
-
-
Song, W.T.1
Schmeiser, B.W.2
-
25
-
-
0001385863
-
Bootstrap prediction intervals for autoregression
-
Thombs L.A., Schucany W.R. Bootstrap prediction intervals for autoregression. J. Amer. Statist. Assoc. 85:1990;486-492.
-
(1990)
J. Amer. Statist. Assoc.
, vol.85
, pp. 486-492
-
-
Thombs, L.A.1
Schucany, W.R.2
-
26
-
-
0002644952
-
Maximum likelihood estimation of misspecified models
-
White H. Maximum likelihood estimation of misspecified models. Econometrika. 50:1982;1-25.
-
(1982)
Econometrika
, vol.50
, pp. 1-25
-
-
White, H.1
|