Directly to content
  1. Publishing |
  2. Search |
  3. Browse |
  4. Recent items rss |
  5. Open Access |
  6. Jur. Issues |
  7. DeutschClear Cookie - decide language by browser settings

Bootstrap of Kernel Smoothing in Nonlinear Time Series

Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno

[img]
Preview
PDF, English
Download (298kB) | Terms of use

Official URL: urn:nbn:de:kobv:11-10064067
Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their long-time accessibility.

Abstract

Kernel smoothing in nonparametric autoregressive schemes offers a powerful tool in modelling time series. In this paper it is shown 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 resampling or by generating a simple regression model. Consistency of these bootstrap procedures will be shown.

Item Type: Working paper
Journal or Publication Title: Discussion papers of interdisciplinary research project 373
Volume: 1997
Number: 20
Place of Publication: Heidelberg
Date Deposited: 07 Jun 2016 07:02
Date: 30 July 1997
ISSN: 1436-1086
Number of Pages: 37
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 310 General statistics
510 Mathematics
Controlled Keywords: Glättung
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
Additional Information: Erschienen in: Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,20
About | FAQ | Contact | Imprint |
OA-LogoDINI certificate 2013Logo der Open-Archives-Initiative