Papers for Bootstrapping Time Series Data

• Albeanu et al (2008) - Bootstrapping TS with Appl. to Risk Management.pdf
• Berkowitz, Kilian (2000) - Recent Developments in Bootstrapping TS.pdf
• Buhlmann (2002) - Bootstraps for Time Series.pdf
• Cogneau, Zakamouline (2010) - Bootstrap Methods for Finance.pdf
• Dette, Weissbach (2006) - A Bootstrap Test for the Comparison of Nonlinear Time Series.pdf
• Hardle et al (2001) - Bootstrap Methods for Time Series.pdf
• Politis, Romano (1994) - The Stationary Bootstrap.pdf
• Politis, White (2003) - Auto Block-Length Selection.pdf
• Rodriguez, Ruiz (2008) - Bootstrap prediction intervals in State Space models.pdf
• Ruiz, Pascual (2002) - Bootstrapping Financial Time Series.pdf
• Vinod (2013) - Maximum Entropy Bootstrap Algorithm Enhancements.pdf
• Vinod, L-de-L (2009) - Maximum Entropy Bootstrap for Time Series.pdf
• Vogel, Shallcross (1996) - Moving blocks bootstrap versus parametric TS models.pdf