相关论文: EstimatedWold Representation and Spectral Density-…

Bootstrap methods, initially developed for solving statistical and quantum field theories, have recently been shown to capture the discrete spectrum of quantum mechanical problems, such as the single particle Schr\"odinger equation with an…

This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…

We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on a Bierens (1990)-type conditional moment test of omitted…

Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

The fluid flow around a bluff body is complex and time dependent, which also contains a wide range of time and length scales. The first few eigenmodes of the proper orthogonal decomposition (POD) of such a flow provide significant insight…

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

The simulation of stochastic wind loads is necessary for many applications in wind engineering. The proper orthogonal decomposition (POD)-based spectral representation method is a popular approach used for this purpose due to its…

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…

In this work, time series analysis techniques are used to analyze sequential, equispaced mass measurements of a Si density artifact, collected from an electromechanical transducer. Specifically, techniques such as Power Spectral Density,…

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…

Structural vector autoregressions are used to compute impulse response functions (IRF) for persistent data. Existing multiple-parameter inference requires cumbersome pretesting for unit roots, cointegration, and trends with subsequent…

This paper proposes a new bootstrap method to compute predictive intervals for nonlinear autoregressive time series model forecast. This method we call the splice boobstrap as it involves splicing the last p values of a given series to a…

Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…

We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…