An Alternative Bootstrap to Moving Blocks for Time Series Regression Models

By Javier Hidalgo. 2003

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/2733888a4fa6f1881da504d034bc21570d3fd86b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Dimitris Nicolas Politis
2. Claudia Kirch
3. Haeran Cho
4. Jens-Peter Kreiss

In Finance

1. Claudia Kirch
2. Dimitris Nicolas Politis
3. Ariel Linden
4. Rob J Hyndman
5. Joel L. Horowitz
6. Jens-Peter Kreiss
7. Xiaofeng Shao
8. Rainer Dahlhaus

In Statistics and Probability

1. Claudia Kirch
2. Dimitris Nicolas Politis
3. Haeran Cho
4. Lajos Horv'ath
5. Timothy McMurry
6. Joel L. Horowitz
7. Carsten Jentsch
8. Jens-Peter Kreiss

Citations in the corpus

• TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain (2011, methodology): “Later this approach was also pursued for different setups, for example, for ratio statistics such as autocorrelations by Dahlhaus and Janas [15] or in regression models by Hidalgo [23].”
• On the detection of changes in autoregressive time series, II. Resampling procedures (2008, unknown): “[10] or Hidalgo [11].”