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Bootstrap-Methoden für Zeitreihen bei schwacher Abhängigkeit

Subject Area Mathematics
Term from 2008 to 2015
Project identifier Deutsche Forschungsgemeinschaft (DFG) - Project number 67171637
 
Final Report Year 2010

Final Report Abstract

No abstract available

Publications

  • (2008). The notion of ψ-weak dependence and its applications to bootstrapping time series. Probability Surveys 5, 146–168
    Doukhan, P. and Neumann, M. H.
  • (2009). Consistency of general bootstrap methods for degenerate U - and V -type statistics. Journal of Multivariate Analysis 100, 1622–1633
    Leucht, A. and Neumann, M. H.
  • (2010). A central limit theorem for triangular arrays of weakly dependent random variables. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-08
    Neumann, M. H.
  • (2010). Blockwise bootstrap for the estimated empirical process based on weakly dependent observations. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-10
    Wieczorek, B.
  • (2010). Characteristic function-based goodness-of-fit tests under weak dependence. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-06
    Leucht, A.
  • (2010). Consistent model-specification tests based on parametric bootstrap. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-07
    Leucht, A.
  • (2010). Model-based bootstrap for the estimated empirical process with weakly dependent observations. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-11
    Wieczorek, B.
 
 

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