title: Bootstrap of Kernel Smoothing in Nonlinear Time Series
creator: Franke, Jürgen
creator: Kreiss, Jens-Peter
creator: Mammen, Enno
subject: ddc-310
subject: 310 General statistics
subject: ddc-510
subject: 510 Mathematics
description: 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.
date: 1997-07-30
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20864/1/beitrag.42.pdf
identifier: DOI:10.11588/heidok.00020864
identifier: urn:nbn:de:kobv:11-10064067
identifier: urn:nbn:de:bsz:16-heidok-208646
identifier:   Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno  (1997) Bootstrap of Kernel Smoothing in Nonlinear Time Series.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20864/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng