Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
Date
2015Source
Statistics and Probability LettersVolume
101Pages
54-63Google Scholar check
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Based on consistency and asymptotic normality of a nonparametric kernel trend estimation in the context of locally stationary processes, validity of a hybrid wild bootstrap approach for estimating the distribution of the nonparametric estimator is established. Simulations are presented. © 2015 Elsevier B.V.