Browsing by Subject "Nonlinear time series"

Now showing items 1-4 of 4

    • Article  

      The local bootstrap for Markov processes 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2002)
      A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations ...
    • Article  

      The local bootstrap for Markov processesAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2002)
      A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations ...
    • Article  

      Nonparametric Maximum Entropy 

      Politis, Dimitris Nicolas (1993)
      The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...
    • Article  

      Residual-based rank specification tests for AR-GARCH type models 

      Andreou, Elena; Werker, Bas J. M. (2015)
      This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...