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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
Persistent link: https://www.econbiz.de/10001606200
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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the accuracy of bootstrap estimates depend on whether the data are a random...
Persistent link: https://www.econbiz.de/10009614877
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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - In: International statistical review : a journal of the … 71 (2003) 1, pp. 435-459
Persistent link: https://www.econbiz.de/10001779873
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Comments on "bootstrapping time series models"
Horowitz, Joel - In: Econometric reviews 15 (1996) 2, pp. 165-168
Persistent link: https://www.econbiz.de/10001198921
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Flexible times series analysis
Härdle, Wolfgang; Tschernig, Rolf - 2000
Persistent link: https://www.econbiz.de/10001509214
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Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Knust, Florian - 2000
Persistent link: https://www.econbiz.de/10001470340
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Partially linear models : with 11 tables
Härdle, Wolfgang; Liang, Hua; Gao, Jiti - 2000
Persistent link: https://www.econbiz.de/10001491962
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Kernel regression smoothing of time series
Härdle, Wolfgang; Vieu, Philippe - 1990
Persistent link: https://www.econbiz.de/10000800790
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362