Πλοήγηση ανά Θέμα "Sieve bootstrap"

Αποτελέσματα 1-2 από 2

    • Article  

      Banded and tapered estimates for autocovariance matrices and the linear process bootstrap 

      McMurry, T. L.; Politis, Dimitris Nicolas (2010)
      We address the problem of estimating the autocovariance matrix of a stationary process. Under short range dependence assumptions, convergence rates are established for a gradually tapered version of the sample autocovariance ...
    • Article  

      Hybrid bootstrap aided unit root testing 

      Jentsch, C.; Kreiss, J. -P; Mantalos, Panagiotis; Paparoditis Efstathios, E. (2012)
      In this paper, we propose a hybrid bootstrap procedure for augmented Dickey-Fuller (ADF) tests for the presence of a unit root. This hybrid proposal combines a time domain parametric autoregressive fit to the data and a ...