Dependent wild bootstrap for degenerate U- and V-statistics
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DOI: 10.1016/j.jmva.2013.03.003
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- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Paul Doukhan & Gabriel Lang & Anne Leucht & Michael H. Neumann, 2015.
"Recent developments in bootstrap methods for dependent data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 290-314, May.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
- Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
- Michael H. Neumann, 2021. "Bootstrap for integer‐valued GARCH(p, q) processes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(3), pages 343-363, August.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020.
"Autoregressive wild bootstrap inference for nonparametric trends,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Papers 1807.02357, arXiv.org, revised Nov 2019.
- Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
- Smeekes, S. & Urbain, J.R.Y.J., 2014. "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
- Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014. "Dependent wild bootstrap for the empirical process," Working Papers 35246, University of Mannheim, Department of Economics.
- Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin, 2015. "Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 200-215.
- Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter, 2013. "A model specification test for GARCH(1,1) processes," Working Papers 13-11, University of Mannheim, Department of Economics.
- Chu, Ba, 2023. "A distance-based test of independence between two multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
- Bahraoui Tarik & Bouezmarni Taoufik & Quessy Jean-François, 2018. "Testing the symmetry of a dependence structure with a characteristic function," Dependence Modeling, De Gruyter, vol. 6(1), pages 331-355, December.
- Marc Ditzhaus & Daniel Gaigall, 2022. "Testing marginal homogeneity in Hilbert spaces with applications to stock market returns," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 749-770, September.
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Keywords
Bootstrap; Weak dependence; U-statistic; V-statistic; Cramér–von Mises test; Two-sample test;All these keywords.
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