1. A Smooth Block Bootstrap for Statistical Functionals and Time Series. (3rd February 2015) Authors: Gregory, Karl B.; Lahiri, Soumendra N.; Nordman, Daniel J. Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 442 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Block Bootstrap for Poisson‐Sampled Almost Periodic Processes. (22nd January 2015) Authors: Dehay, Dominique; Dudek, Anna E. Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 327 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (11th September 2014) Authors: Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 416 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components. (22nd January 2015) Authors: Cavaliere, Giuseppe; Rahbek, Anders; Robert Taylor, A. M. Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 272 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation. (22nd January 2015) Authors: Djogbenou, Antoine; Gonçalves, Sílvia; Perron, Benoit Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 481 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Bootstrap Joint Prediction Regions. (14th October 2014) Authors: Wolf, Michael; Wunderli, Dan Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 352 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel. (28th November 2014) Authors: Smeekes, Stephan Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 398 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics. (22nd January 2015) Authors: Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 462 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Dependent Wild Bootstrap for the Empirical Process. (3rd February 2015) Authors: Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 290 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. On the Vector Autoregressive Sieve Bootstrap. (17th September 2014) Authors: Meyer, Marco; Kreiss, Jens‐Peter Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 377 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗