Sieve bootstrap for smoothing in nonstationary time series

Time Series: Theory and Methods

1992 • 5,310 citations

On Estimating Regression

1964 • 3,307 citations

The Jackknife and the Bootstrap for General Stationary Observations

1989 • 2,213 citations

Convergence of Probability Measures

1970 • 1,528 citations

Time Series: Theory and Methods

1987 • 1,043 citations

Local Linear Regression Smoothers and Their Minimax Efficiencies

1993 • 894 citations

Kernel estimation of regression functions

1979 • 811 citations

On Some Global Measures of the Deviations of Density Function Estimates

1973 • 779 citations

On Non-Parametric Estimates of Density Functions and Regression Curves

1965 • 689 citations

Probability Approximations via the Poisson Clumping Heuristic

1989 • 571 citations

Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process

1980 • 563 citations

Kernels for Nonparametric Curve Estimation

1985 • 468 citations

Sieve Bootstrap for Time Series

1997 • 455 citations

Estimating regression functions and their derivatives by the kernel method

1984 • 430 citations

A TEST FOR LINEARITY OF STATIONARY TIME SERIES

1980 • 347 citations

Bootstrap Simultaneous Error Bars for Nonparametric Regression

1991 • 301 citations

On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

1984 • 286 citations

Kernel Smoothing of Data with Correlated Errors

1990 • 285 citations

Edgeworth Correction by Bootstrap in Autoregressions

1988 • 241 citations

Kernel Regression Estimation with Time Series Errors

1991 • 220 citations

Autocorrelation, Autoregression and Autoregressive Approximation

1982 • 150 citations

Nonparametric regression with long-range dependence

1990 • 150 citations

REGRESSION, AUTOREGRESSION MODELS

1986 • 116 citations

On Bootstrap Confidence Intervals in Nonparametric Regression

1992 • 111 citations

Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation

1994 • 105 citations

Choice of bandwidth for kernel regression when residuals are correlated

1992 • 103 citations

Kernel Smoothing of Data With Correlated Errors

1990 • 82 citations

Trend analysis of the homogenized total ozone series of Arosa (Switzerland), 1926–1996

1998 • 81 citations

Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands

1988 • 65 citations

Nonparametric curve estimation with time series errors

1991 • 60 citations

Some uses if cumulants in wavelet analysis

1996 • 51 citations

Moving-average representation of autoregressive approximations

1995 • 46 citations

Confidence Bands in Nonparametric Regression

1993 • 36 citations

SOME THEORY ON M‐SMOOTHING OF TIME SERIES

1986 • 27 citations

Correction: Autocorrelation, Autoregression and Autoregressive Approximation

1983 • 3 citations