Bootstrap methods for dependent data: A review

By Jens-Peter Kreiss, Efstathios Paparoditis. 2011

151 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8c5edd438885744d90aacbc90ab9fdcbcf1cd016

How researchers see this paper

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

In Finance

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

Citations in the corpus

• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (2015, methodology): “ bootstrap methods see the monograph of Lahiri (2003) and the review papers by Bu¨hlmann (2002), Paparoditis (2002), H¨ardle, Horowitz and Kreiss (2003), Politis (2003a) or the recent review paper by Kreiss and Paparoditis (2011). Among the most popular bootstrap procedures in time series analysis, ”