Bootstrap-Methoden für Zeitreihen bei schwacher Abhängigkeit

Applicant Professor Dr. Michael Neumann

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

(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.