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Bootstrap of kernel smoothing in nonlinear time series

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Kernel smoothing in nonparametric autoregressive schemes offers a powerful tool in modelling time series. We show that the bootstrap can be used for estimating the distribution of kernel smoothers. This can be done by mimicking the stochastic nature of the whole process in the bootstrap resample or...

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Bibliographic Details
Main Authors: Franke, Jürgen (Author) , Kreiß, Jens-Peter (Author) , Mammen, Enno (Author)
Format: Article (Journal)
Language:English
Published: 2002
In: Bernoulli
Year: 2002, Volume: 8, Issue: 1, Pages: 1-37
ISSN:1573-9759
Online Access:Verlag, Volltext: http://www.jstor.org/stable/3318641
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Author Notes:Jürgen Franke, Jens-Peter Kreiss, Enno Mammen
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Bootstrap of kernel smoothing in nonlinear time series by Franke, Jürgen (Author) , Kreiß, Jens-Peter (Author) , Mammen, Enno (Author) ,


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