Bootstrap-Methoden für Zeitreihen bei schwacher Abhängigkeit

• Antragsteller: Professor Dr. Michael Neumann
• Fachliche Zuordnung: Mathematik
• Förderung: Förderung von 2008 bis 2015
• Projektkennung: Deutsche Forschungsgemeinschaft (DFG) - Projektnummer 67171637

• Erstellungsjahr: 2010

Zusammenfassung der Projektergebnisse

Keine Zusammenfassung vorhanden

Projektbezogene Publikationen (Auswahl)

• (2008). The notion of ψ-weak dependence and its applications to bootstrapping time series. Probability Surveys 5, 146–168
  Doukhan, P. and Neumann, M. H.
  
• (2009). Consistency of general bootstrap methods for degenerate U - and V -type statistics. Journal of Multivariate Analysis 100, 1622–1633
  Leucht, A. and Neumann, M. H.
  
• (2010). A central limit theorem for triangular arrays of weakly dependent random variables. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-08
  Neumann, M. H.
  
• (2010). Blockwise bootstrap for the estimated empirical process based on weakly dependent observations. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-10
  Wieczorek, B.
  
• (2010). Characteristic function-based goodness-of-fit tests under weak dependence. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-06
  Leucht, A.
  
• (2010). Consistent model-specification tests based on parametric bootstrap. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-07
  Leucht, A.
  
• (2010). Model-based bootstrap for the estimated empirical process with weakly dependent observations. Reports of the Department of Mathematics and Computer Science, Friedrich-Schiller-University Jena 10-11
  Wieczorek, B.