Anatolyev, Stanislav (2009) “Robustness of residual-based bootstrap to composition of serially correlated errors”, Journal of Statistical Computation and Simulation, Vol. 79, No. 3, pp. 315–320
In a simple autoregressive model with serially correlated errors, we evaluate size distortions resulting from the residual bootstrap when the Wold innovation is serially dependent and hence is expected to contaminate the inference. Small distortions caused by the presence of strong conditional heteroskedasticity or other nonlinearities can be partly removed further by using the wild bootstrap.
Link to paper online:
Paper in accepted version:
Xu, Ke-Li (2002) "Bootstrapping Auto-regression Under Non-Stationary Volatility", Econometrics Journal, Vol. 11, pp. 1-26.
Jomellia, Vincent, Cecile Delvalc, Delphine Grancherc, Sebastien Escanded, Daniel Brunsteinc, Bernard Hetue, Louise Filione and Pierre Pech (2007) "Probabilistic analysis of recent snow avalanche activity and weather in the French Alps", Cold Regions Science and Technology, Vol. 47, pp. 180-192.