Kreiss, Jens-Peter; Paparoditis, Efstathios - In: Journal of the Royal Statistical Society Series B 77 (2015) 1, pp. 267-290
type="main" xml:id="rssb12068-abs-0001" <title type="main">Summary</title> <p>We propose a non-parametric method to bootstrap locally stationary processes which combines a time domain wild bootstrap approach with a non-parametric frequency domain approach. The method generates pseudotime series which mimic (asymptotically)...</p>