create a website

Bootstrap schemes for time series (in Russian). (2007). Buhlmann, Peter.
In: Quantile.
RePEc:qnt:quantl:y:2007:i:3:p:37-56.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 41

References cited by this document

Cocites: 30

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Beran, R. (1987). Prepivoting to reduce level error of confidence sets.Biometrika74, 457–468.
    Paper not yet in RePEc: Add citation now
  2. Bickel, P.J. & P. B ̈uhlmann (1997). Closure of linear processes.Journal of Theoretical Probability10, 445–479.
    Paper not yet in RePEc: Add citation now
  3. Bickel, P.J. & P. B ̈uhlmann (1999). A new mixing notion and functional central limit theorems for a sieve bootstrap in time series.Bernoulli5, 413–446. B ̈uhlmann, P. (1994). Blockwise bootstrapped empirical process for stationary sequences.Annals of Statistics22, 995–1012. B ̈uhlmann, P. (1995). The blockwise bootstrap for general empirical processes of stationary sequences.Stochastic Processes and their Applications58,
    Paper not yet in RePEc: Add citation now
  4. Carlstein, E. (1986). The use of subseries values for estimating the variance of a general statistic from a stationary sequence.Annals of Statistics14, 1171–1179.
    Paper not yet in RePEc: Add citation now
  5. Carlstein, E., K.-A. Do, P. Hall, T. Hesterberg & H.R. K ̈unsch (1998). Matched-block bootstrap for dependent data.Bernoulli4, 305–328.
    Paper not yet in RePEc: Add citation now

  6. Choi, E. & P. Hall (2000). Bootstrap confidence regions computed from autoregressions of arbitrary order.Journal of Royal Statistical Society (Series B)62, 461–477.

  7. Dahlhaus, R. & D. Janas (1996). A frequency domain bootstrap for ratio statistics in time series analysis.Annals of Statistics24, 1934–1963.
    Paper not yet in RePEc: Add citation now
  8. Davison, A.C. & D.V. Hinkley (1997).Bootstrap Methods and their Applications.Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  9. Davison, A.C. & P. Hall (1993). On studentizing and blocking methods for implementing the bootstrap with dependent data.Australian Journal of Statistics35, 215–224.
    Paper not yet in RePEc: Add citation now
  10. Efron, B. (1979). Bootstrap methods: another look at the jackknife.Annals of Statistics7, 1–26.
    Paper not yet in RePEc: Add citation now
  11. Efron, B. (1987). Better bootstrap confidence intervals.Journal of American Statistical Association82, 171–185.
    Paper not yet in RePEc: Add citation now
  12. Efron, B. & R.J. Tibshirani (1993).An Introduction to the Bootstrap.Chapman & Hall.
    Paper not yet in RePEc: Add citation now
  13. Franke, J. & W. H ̈ardle (1992). On bootstrapping kernel spectral estimates.Annals of Statistics20, 121–145.
    Paper not yet in RePEc: Add citation now
  14. Franke, J., J.-P. Kreiss, E. Mammen & M.H. Neumann (2002). Properties of the nonparametric autoregressive bootstrap.Journal of Time Series Analysis23, 555–585.
    Paper not yet in RePEc: Add citation now
  15. Freedman, D.A. (1984). On bootstrapping two-stage least-squares estimates in stationary linear models.Annals of Statistics12, 827–842. G ̈otze, F. & H.R. K ̈unsch, (1996). Second-order correctness of the blockwise bootstrap for stationary observations. Annals of Statistics24, 1914–1933.
    Paper not yet in RePEc: Add citation now
  16. Grenander, U. (1981).Abstract Inference.Wiley, New York.
    Paper not yet in RePEc: Add citation now

  17. Hall, P. (1985). Resampling a coverage pattern.Stochastic Processes and their Applications20, 231–246.

  18. Hall, P. (1986). On the bootstrap and confidence intervals.Annals of Statistics14, 1431–1452.
    Paper not yet in RePEc: Add citation now
  19. Hall, P., J.L. Horowitz & B.-Y. Jing (1995). On blocking rules for the bootstrap with dependent data.Biometrika 82, 561–574. Sinica8, 1189–1204.
    Paper not yet in RePEc: Add citation now
  20. Kreiss, J.-P. (1992). Bootstrap procedures forAR(∞)-processes. ВBootstrapping and Related Techniques,Eds. J ̈ockel, K.-H., G. Rothe & W. Sendler, стр. 107–113. Springer, Heidelberg.
    Paper not yet in RePEc: Add citation now
  21. Kreiss, J.-P. & J. Franke (1992). Bootstrapping stationary autoregressive moving-average models.Journal of Time Series Analysis13, 297–317. K ̈unsch, H.R. (1989). The jackknife and the bootstrap for general stationary observations.Annals of Statistics17, 1217–1241.
    Paper not yet in RePEc: Add citation now

  22. Lahiri, S.N. (1993). On the moving block bootstrap under long range dependence.Statistics and Probability Letters 18, 405–413.

  23. Lahiri, S.N. (1995). On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables.Annals of Statistics23, 1331–1349.
    Paper not yet in RePEc: Add citation now

  24. Lahiri, S.N. (1996). On Edgeworth expansion and moving block bootstrap for studentized M-estimators in multiple linear regression models.Journal of Multivariate Analysis56, 42–59.

  25. Lahiri, S.N. (1999). Theoretical comparisons of block bootstrap methods.Annals of Statistics27, 386–404. L ́eger, C., D.N. Politis & J.P. Romano (1992). Bootstrap technology and applications.Technometrics34, 378–398.
    Paper not yet in RePEc: Add citation now
  26. Li, H. & G.S. Maddala (1996). Bootstrapping time series models.Econometic Reviews15, 115–158.
    Paper not yet in RePEc: Add citation now
  27. Loh, W. (1987). Calibrating confidence coefficients.Journal of American Statistical Association82, 155–162.
    Paper not yet in RePEc: Add citation now
  28. Martin, R.D. & V.J. Yohai (1986). Influence functionals for time series.Annals of Statistics14, 781–818 (обсуждение на стр. 819–855).
    Paper not yet in RePEc: Add citation now
  29. Neumann, M.H. (1998). Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations.Annals of Statistics26, 2014–2048.
    Paper not yet in RePEc: Add citation now
  30. Neumann, M.H., J.-P. Kreiss (1998). Regression-type inference in nonparametric autoregression.Annals of Statistics 26, 1570–1613.
    Paper not yet in RePEc: Add citation now

  31. Paparoditis, E. & D.N. Politis (1999). The local bootstrap for periodogram statistics.Journal of Time Series Analysis20, 193–222.

  32. Paparoditis, E. & D.N. Politis (2000). The local bootstrap for kernel estimators under general dependence conditions.Annals of the Institute of Statistical Mathematics52, 139–159.

  33. Paparoditis, E. & D.N. Politis (2001). Tapered block bootstrap.Biometrika88, 1105–1119.

  34. Paparoditis, E. & D.N. Politis (2002). The local bootstrap for Markov processes.Journal of Statistical Planning and Inference108, 301–328.
    Paper not yet in RePEc: Add citation now
  35. Peligrad, M. (1998). On the blockwise bootstrap for empirical processes for stationary sequences.Annals of Probability26, 877–901.
    Paper not yet in RePEc: Add citation now
  36. Politis, D.N. & J.P. Romano (1992). A general resampling scheme for triangular arrays ofα-mixing random variables.Annals of Statistics20, 1985–2007.
    Paper not yet in RePEc: Add citation now

  37. Politis, D.N. & J.P. Romano (1993). Nonparametric resampling for homogeneous strong mixing random fields. Journal of Multivariate Analysis47, 301–328.

  38. Politis, D.N., J.P. Romano & M. Wolf (1999).Subsampling.Springer. Radulovi ́c, D. (1996). The bootstrap of the mean for strong mixing sequences under minimal conditions.Statistics and Probability Letters28, 65–72.
    Paper not yet in RePEc: Add citation now

  39. Robinson, P.M. (1983). Nonparametric estimators for time series.Journal of Time Series Analysis4, 185–207.

  40. Shao, J. & D. Tu (1995).The Jackknife and Bootstrap.Springer.
    Paper not yet in RePEc: Add citation now
  41. Shibata, R. (1980). Asymptotically efficient selection of the order of the model for estimating parameters of a linear process.Annals of Statistics8, 147–164. Peter B ̈uhlmann ETH Z ̈urich, Z ̈urich, Switzerland We review and compare block, sieve and local bootstraps for time series and thereby illuminate theoretical aspects of the p
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inter-basin water transfer: A sustainable solution or an ephemeral painkiller to water shortage?. (2024). Naghani, Shahin Salimpour ; Hashemi, Seyed Arman ; Moghaddam, Mehdi Azhdary.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:26:y:2024:i:9:d:10.1007_s10668-023-03589-z.

    Full description at Econpapers || Download paper

  2. A Comparative Analysis of the Interaction between Urban-Rural Construction Land Transition and Population Flow: Dominant and Recessive Perspectives. (2023). Li, Wuzhou ; Xiang, Shanshan ; Shan, Liping ; Huang, Lingyan.
    In: Land.
    RePEc:gam:jlands:v:12:y:2023:i:10:p:1829-:d:1247395.

    Full description at Econpapers || Download paper

  3. An integrative negotiation model to deal with conflicts toward water resources management: a case study in Brazil. (2022). Oliveira, Wesley Douglas ; Urtiga, Marcella Maia ; Morais, Danielle Costa.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:24:y:2022:i:8:d:10.1007_s10668-021-01866-3.

    Full description at Econpapers || Download paper

  4. The relationship between negative life events and resilience among Chinese service employees: Nonlinearly moderated by lifestyle habits. (2022). Cai, Yujie ; Li, YI ; Chen, Hong ; Liu, Bei.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000173.

    Full description at Econpapers || Download paper

  5. Infrastructure for Structural Transformation: A Comebackof Planning?. (2021). Gottschalk, Ricardo ; Sampath, Padmashree Gehl.
    In: Journal of Infrastructure Development.
    RePEc:sae:jouinf:v:13:y:2021:i:1:p:53-64.

    Full description at Econpapers || Download paper

  6. Is ICT an enduring driver of economic growth? Evidence from South Asian economies. (2021). Akbar, Minhas ; Nazir, Marina ; Batool, Irem ; Hussain, Ammar.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:45:y:2021:i:8:s0308596121001063.

    Full description at Econpapers || Download paper

  7. The relationship between Chinas income inequality and transport infrastructure, economic growth, and carbon emissions. (2021). Zhang, Yan.
    In: Growth and Change.
    RePEc:bla:growch:v:52:y:2021:i:1:p:243-264.

    Full description at Econpapers || Download paper

  8. From Pain Patient to Junkie: An Economic Theory of Painkiller Consumption and its Impact on Wellbeing and Longevity. (2019). Strulik, Holger.
    In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203510.

    Full description at Econpapers || Download paper

  9. From pain patient to junkie: An economic theory of painkiller consumption and its impact on wellbeing and longevity. (2019). Strulik, Holger.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:359.

    Full description at Econpapers || Download paper

  10. Unequal hopes and lives in the USA: optimism, race, place, and premature mortality. (2019). Pinto, Sergio ; Graham, Carol.
    In: Journal of Population Economics.
    RePEc:spr:jopoec:v:32:y:2019:i:2:d:10.1007_s00148-018-0687-y.

    Full description at Econpapers || Download paper

  11. Quantifying economic effects of transportation investment considering spatiotemporal heterogeneity in China: a spatial panel data model perspective. (2019). Ren, Ting ; Lin, Xiongbin ; MacLachlan, Ian ; Sun, Feiyang.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:63:y:2019:i:3:d:10.1007_s00168-019-00937-8.

    Full description at Econpapers || Download paper

  12. Is the relationship between infrastructure and economic growth symmetric or asymmetric? evidence from Indonesia based on linear and non-linear ARDL. (2019). Masih, Abul ; Maruf, Aminudin.
    In: MPRA Paper.
    RePEc:pra:mprapa:94663.

    Full description at Econpapers || Download paper

  13. Does Public Infrastructure Breed Consumption Downgrade and Overcapacity in China? A DSGE Approach on Macroeconomic Effects. (2019). Lang, Youze ; Yang, Qiuyi.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:3:p:831-:d:203745.

    Full description at Econpapers || Download paper

  14. Nonlinear Effect of Public Infrastructure on Energy Intensity in China: A Panel Smooth Transition Regression Approach. (2019). Jia, Minna ; Zeng, Jingjing ; Bi, Chao.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:3:p:629-:d:200723.

    Full description at Econpapers || Download paper

  15. Impact of sum-of-hourly and daily timesteps in the computations of reference evapotranspiration across the Brazilian territory. (2019). Brant, Santos Henrique ; Filgueiras, Roberto ; Rodrigues, Lineu Neiva ; Althoff, Daniel.
    In: Agricultural Water Management.
    RePEc:eee:agiwat:v:226:y:2019:i:c:s0378377419310170.

    Full description at Econpapers || Download paper

  16. A Novel Optimization Method for Multi-Reservoir Operation Policy Derivation in Complex Inter-Basin Water Transfer System. (2018). Jiang, Yunzhong ; Guo, Xuning ; Lei, Xiaohui ; Wan, Wenhua ; Wang, Hao.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:32:y:2018:i:1:d:10.1007_s11269-017-1735-1.

    Full description at Econpapers || Download paper

  17. Empirical Evidence from EU-28 Countries on Resilient Transport Infrastructure Systems and Sustainable Economic Growth. (2018). Vintila, Georgeta ; Gherghina, Ştefan ; armeanu, dan ; Onofrei, Mihaela.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:8:p:2900-:d:163983.

    Full description at Econpapers || Download paper

  18. Is Transportation Infrastructure Important to the One Belt One Road (OBOR) Initiative? Empirical Evidence from the Selected Asian Countries. (2018). Chong, Yee-Lee ; Cheam, Wei-Yong ; Yii, Kwang-Jing ; Bee, Kai-Ying ; Lee, Ching-Mei.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:11:p:4131-:d:181866.

    Full description at Econpapers || Download paper

  19. On the reverse causality between output and infrastructure: The case of China. (2018). Wu, Guiying ; Feng, Qu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:97-104.

    Full description at Econpapers || Download paper

  20. Infrastructure investment in China: A model of local government choice under land financing. (2018). Shi, Yingying ; Guo, Shen.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:56:y:2018:i:c:p:24-35.

    Full description at Econpapers || Download paper

  21. Group Decision Methodology to Support Watershed Committees in Choosing Among Combinations of Alternatives. (2017). Urtiga, Marcella Maia ; Kilgour, Marc D ; Hipel, Keith W ; Morais, Danielle Costa.
    In: Group Decision and Negotiation.
    RePEc:spr:grdene:v:26:y:2017:i:4:d:10.1007_s10726-016-9515-5.

    Full description at Econpapers || Download paper

  22. Optimization of Hydraulic-Hydrologic Complex System of Reservoirs and Connecting Tunnel. (2016). Mansouri, Ramin ; Yonesi, Hojatt Allah ; Pudeh, Hasan Torabi ; Haghiabi, Amirhamzeh.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:30:y:2016:i:14:d:10.1007_s11269-016-1477-5.

    Full description at Econpapers || Download paper

  23. A Quantity-Quality Model for Inter-basin Water Transfer System Using Game Theoretic and Virtual Water Approaches. (2015). Ardestani, Mojtaba ; Niksokhan, Mohammad ; Manshadi, Hamidreza .
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:29:y:2015:i:13:p:4573-4588.

    Full description at Econpapers || Download paper

  24. The Brazilian Water Resources Management Policy: Fifteen Years of Success and Challenges. (2013). Veiga, Lilian Elabras ; Magrini, Alessandra.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:27:y:2013:i:7:p:2287-2302.

    Full description at Econpapers || Download paper

  25. An Interval Parameter Model for Cooperative Inter-Basin Water Resources Allocation Considering the Water Quality Issues. (2012). Kerachian, Reza ; Nikoo, Mohammad ; Poorsepahy-Samian, Hamed .
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:26:y:2012:i:11:p:3329-3343.

    Full description at Econpapers || Download paper

  26. Transatlantic Freshwater Aqueduct. (2010). Badescu, Viorel ; Cathcart, Richard ; Isvoranu, Dragos .
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:24:y:2010:i:8:p:1645-1675.

    Full description at Econpapers || Download paper

  27. Investigating Strategies of an Irrigation Conflict. (2010). Valeria de Fatima Malta, ; Getirana, Augusto.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:24:y:2010:i:12:p:2893-2916.

    Full description at Econpapers || Download paper

  28. Optimal Inter-Basin Water Allocation Using Crisp and Fuzzy Shapley Games. (2010). Kerachian, Reza ; Mahjouri, Najmeh ; Sadegh, Mojtaba.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:24:y:2010:i:10:p:2291-2310.

    Full description at Econpapers || Download paper

  29. A Proposal of Indicators for Sustainable Development in the Management of River Basins. (2008). Guimares, Lucy ; Magrini, Alessandra.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:22:y:2008:i:9:p:1191-1202.

    Full description at Econpapers || Download paper

  30. Bootstrap schemes for time series (in Russian). (2007). Buhlmann, Peter.
    In: Quantile.
    RePEc:qnt:quantl:y:2007:i:3:p:37-56.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 00:31:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.