This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Bootstrap of kernel smoothing in nonlinear time series Author info | Abstract | Publisher info | Download info | Related research | Statistics J. Franke
J.-P. Kreiss
E. Mammen
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number
1997-20.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: Date of revision:
Handle: RePEc:wop:humbsf:1997-20Contact details of provider: Postal: Spandauer Str. 1,10178 Berlin Phone: +49-30-2093-5708 Fax: +49-30-2093-5617 Email: Web page: http://sfb.wiwi.hu-berlin.de More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
W. Härdle & J. Horowitz & J.-P. Kreiss, .
"Bootstrap Methods For Time Series ,"
Sonderforschungsbereich 373
2001-59, Humboldt Universitaet Berlin.
Maria Parrella & Cosimo Vitale, 2007.
"Bootstrap inference in local polynomial regression of time series ,"
Statistical Methods and Applications ,
Springer, vol. 16(1), pages 117-139, June.
[Downloadable!] (restricted)
Juan Carlos Escanciano, 2005.
"Goodness-of-fit Tests for Linear and Non-linear Time Series Models ,"
Faculty Working Papers
02/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions: Alicia Pérez Alonso & Juan Mora, 2008.
"Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach ,"
Working Papers. Serie AD
2008-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Véronique Delouille & Rainer Sachs, 2005.
"Estimation of nonlinear autoregressive models using design-adapted wavelets ,"
Annals of the Institute of Statistical Mathematics ,
Springer, vol. 57(2), pages 235-253, June.
[Downloadable!] (restricted)
Juan Carlos Escanciano, 2004.
"Model Checks Using Residual Marked Empirical Processes ,"
Faculty Working Papers
13/04, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Juan Carlos Escanciano, 2006.
"Joint Diagnostic Tests for Conditional Mean and Variance Specifications ,"
Faculty Working Papers
02/06, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Gao, Jiti & Gijbels, Irene, 2005.
"Bandwidth selection for nonparametric kernel testing ,"
MPRA Paper
11982, University Library of Munich, Germany, revised Jun 2007.
[Downloadable!]
Efstathios Paparoditis & Dimitris Politis, 2000.
"The Local Bootstrap for Kernel Estimators under General Dependence Conditions ,"
Annals of the Institute of Statistical Mathematics ,
Springer, vol. 52(1), pages 139-159, March.
[Downloadable!] (restricted)
Access and
download statistics Did you know? RePEc also has a blog .
This page was last updated on 2009-12-9.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .