Browsing by Subject "Stationary bootstrap"

Now showing items 1-3 of 3

    • Article  

      Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White 

      Patton, A.; Politis, Dimitris Nicolas; White, H. (2009)
      A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).
    • Article  

      Unit root testing via the stationary bootstrap 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Unit root testing via the stationary bootstrapAAA 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...