Locally Stationary Processes and the Local Block Bootstrap

Recent Advances and Trends in Nonparametric Statistics

Volumn , Issue , 2003, Pages 437-444

  Dowla, Arif ^a   Paparoditis, Efstathios ^b   Politis, Dimitris N ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 39749203615     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-044451378-6/50029-6     Document Type: Chapter

References (9)

1. Dahlhaus R. On the Kullback-Leibler information divergence of locally stationary processes. Stoch. Proc. Appl. 1996, 62:139-168.
2. Dahlhaus R. Fitting time series models to nonstationary processes. Annals of Statistics 1997, 25:1-37.
3. Dowla A. Local Block Bootstrap Based Inference for Nonstationary Time Series. Ph.D. Thesis, Department of Mathematics, UCSD 2002.
4. Kûnsch H.R. The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics 1989, 17:1217-1241.
5. Paparoditis E., Politis D.N. Local block bootstrap. C. R. Acad. Sci. Paris 2002, 335:959-962. Ser. I.
6. Politis D.N. The impact of bootstrap methods on time series analysis. Statistical Science 2003, to appear in.
7. Politis D.N., Romano J.P., Wolf M. Subsampling 1999, Springer, New York.
8. Priestley M.B. Non-linear and non-stationary time series analysis 1988, Academic Press, New York.
9. Roussas G.G., Tran L.T., Ioannides D.A. Fixed design regression for time series: asymptotic normality. J. Multivariate Analysis 1992, 40.