Browsing by Author "Kreiss, Jens-Peter"

Now showing items 1-4 of 4

2005-10-14Buch

Autoregressive Aided Periodogram Bootstrap for Time Series

Kreiss, Jens-Peter; Paparoditis, Efstathios
2001-08-01Buch

Bootstrap Methods For Time Series

Härdle, Wolfgang Karl; Horowitz, Joel L.; Kreiss, Jens-Peter

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 ...
1997-07-30Buch

Bootstrap of kernel smoothing in nonlinear time series

Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno

Kernel smoothing in nonparametric autoregressive schemes offers a powerful tool in modelling time series. In this paper it is shown that the bootstrap can be used for estimating the distribution of kernel smoothers. This ...
1998-07-02Buch

Properties of the Nonparametric Autoregressive Bootstrap

Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H.

We prove geometric ergodicity and absolute regularity of the nonparametric autoregressive bootstrap process. To this end, we revisit this problem for nonparametric autoregressive processes and give some quantitative ...