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Bootstrap inference in local polynomial regression of time series

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  • Maria Parrella
  • Cosimo Vitale

Abstract

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  • Maria Parrella & Cosimo Vitale, 2007. "Bootstrap inference in local polynomial regression of time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(1), pages 117-139, June.
    • Handle: RePEc:spr:stmapp:v:16:y:2007:i:1:p:117-139
    DOI: 10.1007/s10260-006-0027-3
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    References listed on IDEAS

    as
    1. Sheng Shi, 1991. "Local bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 667-676, December.
    2. Efstathios Paparoditis & Dimitris Politis, 2000. "The Local Bootstrap for Kernel Estimators under General Dependence Conditions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 139-159, March.
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