Rejoinder: Bootstrap methods for dependent data: A review

Journal of the Korean Statistical Society

Volumn 40, Issue 4, 2011, Pages 393-395

  Kreiss, Jens Peter ^a   Paparoditis, Efstathios ^b  

^a TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Bootstrap methods; Primary; Secondary; Stochastic processes; Time series

Indexed keywords

EID: 82855175144     PISSN: 12263192     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jkss.2011.08.007     Document Type: Article

References (2)

1. Janas D., Dahlhaus R. A frequency domain bootstrap for time series. Computationally Intensive Statistical Methods. Proc. 26th Symposium on the Interface 1994, 423-425. Interface Foundation of North America, Fairfax Station, VA. J. Sall, A. Lehmann (Eds.).
2. Kreiss, J.-P., & Paparoditis, E. (2011). The hybrid wild bootstrap for time series. (in press).