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Automatic Block-Length Selection for the Dependent Bootstrap, and . Econometric Reviews, 23 (1): 53--70 (2004)Nonparametric regression with infinite order flat-top kernels, and . Journal of Nonparametric Statistics, 16 (3): 549--562 (2004)Advances in Econometrics. Volume 20, Part 1, chapter A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals, page 105--124. JAI, (2006)On the sample variance of linear statistics derived from mixing sequences, and . Stochastic Processes and their Applications, 45 (1): 155--167 (March 1993)Residual-Based Block Bootstrap for Unit Root Testing, and . Econometrica, 71 (3): 813--855 (121 05 2003)doi: 10.1111/1468-0262.00427.Bootstrap prediction intervals for Markov processes., and . Comput. Stat. Data Anal., (2016)Computer-intensive methods in statistical analysis.. IEEE Signal Process. Mag., 15 (1): 39-55 (1998)The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process., and . J. Appl. Probab., 50 (3): 889-892 (2013)Large sample theory for statistics of stable moving averages, and . Journal of Nonparametric Statistics, 16 (3): 623--657 (2004)The Local Bootstrap for Periodogram Statistics, and . Journal of Time Series Analysis, 20 (2): 193--222 (60 03 1999)doi: 10.1111/1467-9892.00133.