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Autoregressive Wild Bootstrap Inference for Nonparametric Trends

Marina Friedrich, Stephan Smeekes, Jean-Pierre Urbain

arXiv 6 Jul 2018 · Statistics — Methodology · publishedJournal of Econometrics (2019) · 35 citations (OpenAlex)

arXiv:1807.02357 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this paper we propose an autoregressive wild bootstrap method to construct confidence bands around a smooth deterministic trend. The bootstrap method is easy to implement and does not require any adjustments in the presence of missing data, which makes it particularly suitable for climatological applications. We establish the asymptotic validity of the bootstrap method for both pointwise and simultaneous confidence bands under general conditions, allowing for general patterns of missing data, serial dependence and heteroskedasticity. The finite sample properties of the method are studied in a simulation study. We use the method to study the evolution of trends in daily measurements of atmospheric ethane obtained from a weather station in the Swiss Alps, where the method can easily deal with the many missing observations due to adverse weather conditions.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Smeekes, S. and J.-P. Urbain (2014) A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing self1.00094100%
2Bühlmann, P (1998) Sieve bootstrap for smoothing in nonstationary time series0.97413592%
3Franco, B., Bader W., Toon G.C., Bray C., Perrin A., Fischer E.V., S… (2015) Retrieval of ethane from ground-based FTIR solar spectra using improved spectroscopy: Recent burden increase above Jungfraujoch0.87492100%
4Shao, X (2010) The dependent wild bootstrap0.81142100%
5Chu, C.-K. and J. S. Marron (1991) Comparison of two bandwidths selectors with dependent errors0.73732100%
6Hall, P. and J. Horowitz (2013) A simple bootstrap method for constructing nonparametric confidence bands for functions0.58531100%
7Neumann, M. H. and J. Polzehl (1998) Simultaneous bootstrap confidence bands in nonparametric regression0.58531100%
8Davidson, R. and E. Flachaire (2008) The wild bootstrap, tamed at last0.51121100%
9Gregory, K. B., Lahiri, S. N., and D. J. Nordman (2015) A Smooth Block Bootstrap for Statistical Functionals and Time Series0.51121100%
10Gregory, K. B., Lahiri, S. N., and D. J. Nordman (2015) A smooth block bootstrap for quantile regression with time series0.51121100%

Showing the top 10 of 40 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1A statistical analysis of time trends in atmospheric ethane0.851135
2Understanding the explosive trend in EU ETS prices – fundamentals or speculation?0.51132
3Journal of Econometrics0.40511
4High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration0.40511