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Browsing by Author "Kreiss, Jens-Peter"
Now showing items 1-4 of 4
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2005-10-14BuchAutoregressive Aided Periodogram Bootstrap for Time Series Kreiss, Jens-Peter; Paparoditis, Efstathios
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2001-08-01BuchBootstrap Methods For Time Series Härdle, Wolfgang Karl; Horowitz, Joel L.; Kreiss, Jens-PeterThe 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 ...
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1997-07-30BuchBootstrap of kernel smoothing in nonlinear time series Franke, Jürgen; Kreiss, Jens-Peter; Mammen, EnnoKernel 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 ...
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1998-07-02BuchProperties 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 ...