| Автор | Paparoditis, Efstathios |
| Автор | Politis, Dimitris N. |
| Дата выпуска | 2001 |
| dc.description | In this paper we study the properties of a pth-order Markovian local resampling procedure in approximating the distribution of nonparametric (kernel) estimators of the conditional expectation m(x;φ). Under certain regularity conditions, asymptotic validity of the proposed resampling scheme is established for a class of stochastic processes that is broader than the class of stationary Markov processes. Some simulations illustrate the finite sample performance of the proposed resampling procedure. |
| Издатель | Cambridge University Press |
| Название | A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS |
| Electronic ISSN | 1469-4360 |
| Print ISSN | 0266-4666 |
| Журнал | Econometric Theory |
| Том | 17 |
| Первая страница | 540 |
| Последняя страница | 566 |
| Аффилиация | Paparoditis Efstathios; University of Cyprus; University of Cyprus |
| Аффилиация | Politis Dimitris N.; University of California, San Diego |
| Выпуск | 3 |
