Baxter's inequality and sieve bootstrap for random fields (Q2405146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Baxter's inequality and sieve bootstrap for random fields |
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Baxter's inequality and sieve bootstrap for random fields (English)
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21 September 2017
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The paper is concerned with the evaluation of confidence in the use of sieve bootstrap in autoregression. Due to the importance of stationary spatial processes the importance of such research is remarkable. The authors developed a weighted Baxter-inequality for spatial processes that seems to have a good speed of convergence. The authors claim that the proposal has a better behavior than other bootstrap methods using simulation studies.
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autoregression
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bootstrap
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random fields
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Baxter's inequality
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sieve
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resampling
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