THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
暂无分享,去创建一个
[1] D. Freedman,et al. Some Asymptotic Theory for the Bootstrap , 1981 .
[2] Bruce E. Hansen,et al. Strong Laws for Dependent Heterogeneous Processes , 1991, Econometric Theory.
[3] Xiaohong Chen,et al. b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models , 1999 .
[4] Erratum , 1980, Brain Research.
[5] Regina Y. Liu. Moving blocks jackknife and bootstrap capture weak dependence , 1992 .
[6] K. Singh,et al. On the Asymptotic Accuracy of Efron's Bootstrap , 1981 .
[7] S. Lahiri. Theoretical comparisons of block bootstrap methods , 1999 .
[8] M. Katz. Note on the Berry-Esseen Theorem , 1963 .
[9] Xiaohong Chen,et al. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS , 2002, Econometric Theory.
[10] B. Efron. Bootstrap Methods: Another Look at the Jackknife , 1979 .
[11] Bruce E. Hansen,et al. GARCH(1, 1) processes are near epoch dependent , 1991 .
[12] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[13] P. Hall,et al. On blocking rules for the bootstrap with dependent data , 1995 .
[14] James Davidson,et al. A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes , 1992, Econometric Theory.
[15] D. R. Cox. Journal of Applied Probability , 1964, Canadian Mathematical Bulletin.
[16] Joseph P. Romano,et al. The stationary bootstrap , 1994 .
[17] Ing Rj Ser. Approximation Theorems of Mathematical Statistics , 1980 .
[18] T. Bollerslev,et al. Generalized autoregressive conditional heteroskedasticity , 1986 .
[19] H. White,et al. Automatic Block-Length Selection for the Dependent Bootstrap , 2004 .
[20] H. White,et al. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models , 2000 .
[21] H. Künsch. The Jackknife and the Bootstrap for General Stationary Observations , 1989 .
[22] Joel L. Horowitz,et al. The bootstrap and hypothesis tests in econometrics , 2001 .
[23] H. White,et al. A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models , 1988 .
[24] H. White,et al. Information criteria for selecting possibly misspecified parametric models , 1996 .
[25] James Davidson,et al. Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes , 2002 .
[26] Bernd Fitzenberger,et al. The moving blocks bootstrap and robust inference for linear least squares and quantile regressions , 1998 .
[27] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[28] D. McLeish. A Maximal Inequality and Dependent Strong Laws , 1975 .
[29] J. Davidson. Stochastic Limit Theory , 1994 .
[30] R. Serfling. Approximation Theorems of Mathematical Statistics , 1980 .
[31] Michael Wolf,et al. Subsampling for heteroskedastic time series , 1997 .