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  • Search: subject:"Bootstrap consistency"
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Year of publication
Subject
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Bootstrap approach 8 Bootstrap-Verfahren 8 Bootstrap consistency 7 Estimation theory 6 Schätztheorie 6 Forecasting model 4 Prognoseverfahren 4 Time series analysis 4 Zeitreihenanalyse 4 bootstrap consistency 4 Block bootstrap 3 HAC estimator 3 Moving block bootstrap 3 Out-of-sample forecasts 3 continuous-path block bootstrap 3 functional limit theorem 3 model-based block bootstrap 3 spurious regression 3 Functions of generalized means 2 INAR residuals 2 Semi-parametric estimation 2 Theorie 2 Theory 2 Time series of counts 2 parametric bootstrap 2 semi-parametric bootstrap 2 Cointegration 1 Kointegration 1 Loss reserving 1 Mack bootstrap 1 Mack's model 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Predictive inference 1 Self-normalization 1 Sieve bootstrap 1 Size distortions 1 Statistical test 1 Statistischer Test 1 Tuning parameters 1
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Online availability
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Free 11
Type of publication
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Book / Working Paper 8 Article 3
Type of publication (narrower categories)
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Working Paper 6 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 10 Undetermined 1
Author
All
Jentsch, Carsten 7 Doko Tchatoka, Firmin 4 Haque, Qazi 4 Paparoditis, Efstathios 3 Politis, Dimitris N. 3 Reichold, Karsten 1 Steinmetz, Julia 1 Weiß, Christian 1 Weiß, Christian H. 1
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Institution
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Abteilung für Volkswirtschaftslehre, Universität Mannheim 1
Published in...
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Working Paper Series 2 Working paper series 2 CAMA working paper series 1 Discussion paper 1 Insurance : mathematics and economics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 School of Economics working papers / The University of Adelaide, School of Economics 1 Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim 1
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Source
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ECONIS (ZBW) 8 EconStor 2 RePEc 1
Showing 1 - 10 of 11
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Bootstrap consistency for the Mack bootstrap
Steinmetz, Julia; Jentsch, Carsten - In: Insurance : mathematics and economics 115 (2024), pp. 83-121
Persistent link: https://www.econbiz.de/10015066731
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Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics
Reichold, Karsten; Jentsch, Carsten - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 970-983
Persistent link: https://www.econbiz.de/10015053513
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - In: Journal of forecasting 42 (2023) 7, pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - 2020
Persistent link: https://www.econbiz.de/10012426266
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - 2020
Persistent link: https://www.econbiz.de/10012225075
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - 2020
Persistent link: https://www.econbiz.de/10012208767
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Bootstrapping INAR models
Jentsch, Carsten; Weiß, Christian H. - 2017
-type bootstrap procedure. Based on mild regularity conditions and suitable meta assumptions, we prove bootstrap consistency of our …
Persistent link: https://www.econbiz.de/10011853333
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Cover Image
Bootstrapping INAR models
Jentsch, Carsten; Weiß, Christian - 2017
-type bootstrap procedure. Based on mild regularity conditions and suitable meta assumptions, we prove bootstrap consistency of our …
Persistent link: https://www.econbiz.de/10011798705
Saved in:
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Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
Jentsch, Carsten; Paparoditis, Efstathios; Politis, … - 2014
We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank integrated process, succeeds in estimating...
Persistent link: https://www.econbiz.de/10011441854
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Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
Jentsch, Carsten; Paparoditis, Efstathios; Politis, … - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2014
We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank integrated process, succeeds in estimating...
Persistent link: https://www.econbiz.de/10010791286
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