the wild bootstrap resampling technique. The method is illustrated on S&P 500 index data. …

the local block bootstrap methodology is appropriate for inference under this locally stationary setting without the need … of detrending the data. We prove the asymptotic consistency of the local block bootstrap in the smooth trend model, and …

bootstrap resampling technique. The method is illustrated on S&P 500 index data. …

In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions … bootstrap approximation provides an improvement. The case of multidimensional and discrete regressor variables is dealt with …