Braumann, Alexander; Kreiss, Jens‐Peter; Meyer, Marco - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 534-553
autoregressive sieve bootstrap is able to mimic the second‐order structure asymptotically correctly it is an obvious problem whether … the autoregressive (AR) sieve bootstrap, which has been shown to work for a number of relevant statistics in time series … investigation of finite sample properties of the AR‐sieve bootstrap proposal by simulation are given. …