Tapered block bootstrap

By Efstathios Paparoditis, Dimitris Nicolas Politis. 2001

138 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/921ea9bc73631a65d2165b54f841341392882888

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Citations in the corpus

Automatic Block-Length Selection for the Dependent Bootstrap (2004, methodology): “Using the value M = 2m̂, estimate G, DSB and DCB by Ĝ, D̂SB and D̂CB as given in (8) and (13).”
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation (2016, methodology): “In the literature, there exist various other methods for bootstrapping time series, such as the tapered block bootstrap (Paparoditis and Politis, 2001), the dependent wild bootstrap (DWB) (Shao, 2010a), and the extended tapered block bootstrap (Shao, 2010b).”
The Dependent Wild Bootstrap (2010, methodology): “Following Paparoditis and Politis (2001), the MSE is minimized when the bandwidth loptn = (4 2/ )1/5n1/5, which gives MSEopt = ( 2/5 4/55 · 4−4/5)n−4/5{1 + o(1)}.”
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (2013, unknown): “need to estimate the innite sums K(u;v) = P k2Z k 2 (k;u;v) and ˙ C(u;v) = P k2Z (k;u;v) for all u;v2[0;1]d. Should U 1;:::;U n be observable, this could done by adapting the procedures described in Paparoditis and Politis (2001, page 1111) or Politis and White (2004, Section 3) to the current empir”
Inference on Causal and Structural Parameters using Many Moment Inequalities (2013, methodology): “The BMB method can be considered as a variant of the tapered block bootstrap (see Paparoditis and Politis, 2001, 2002; Andrews, 2004) applied to non-overlapping blocks with a rectangular tapering function.”
The Block-Block Bootstrap: Improved Asymptotic Refinements (2002, background): “In consequence, the range of application of the MCB is restricted to cases in which it suffices to estimate a low-dimensional density.”
Using Mean Reversion as a Measure of Persistence (2005, unknown): “Singh 1992, Politis and Romano, 1992, 1994 and Paparoditis and Politis 2001 ).”
Bootstrap Methods for Time Series (2003, methodology): “Paparoditis and Politis (2001b) showed that the resulting bootstrap chain was stationary and Markov and also that it enjoyed some robustness with regard to the Markovian assumption.”
A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods ☆ (2007, methodology): “Di erent versions of the block bootstrap method for dependent data have been put forward by Hall (1985), Carlstein (1986), K unsch (1989), Liu and Singh (1992), Politis and Romano (1992), Carlstein et al. (1998), and Paparoditis and Politis (2001), among others.”