dc.contributor.author | Dowla, A. | en |
dc.contributor.author | Paparoditis Efstathios, E. | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Dowla, A. | en |
dc.creator | Paparoditis Efstathios, E. | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:34:55Z | |
dc.date.available | 2019-12-02T10:34:55Z | |
dc.date.issued | 2013 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56763 | |
dc.description.abstract | Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic trend. We show that the local block bootstrap methodology is appropriate for inference under this locally stationary setting without the need of detrending the data. We prove the asymptotic consistency of the local block bootstrap in the smooth trend model, and complement the theoretical results by a finite-sample simulation. © 2012 Springer-Verlag Berlin Heidelberg. | en |
dc.source | Metrika | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84880512258&doi=10.1007%2fs00184-012-0413-9&partnerID=40&md5=fd3ce748988aa8f1d9d60ada378e21df | |
dc.subject | Regression | en |
dc.subject | Bootstrap | en |
dc.subject | Kernel smoothing | en |
dc.subject | Dependent data | en |
dc.subject | Local stationarity | en |
dc.title | Local block bootstrap inference for trending time series | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1007/s00184-012-0413-9 | |
dc.description.volume | 76 | |
dc.description.issue | 6 | |
dc.description.startingpage | 733 | |
dc.description.endingpage | 764 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | Metrika | en |
dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
dc.gnosis.orcid | 0000-0003-1958-781X | |