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Dependence among observations: Consequences and methods to deal with it (Q3976430)

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scientific article; zbMATH DE number 19005
Language Label Description Also known as
English
Dependence among observations: Consequences and methods to deal with it
scientific article; zbMATH DE number 19005

    Statements

    publication date
    26 June 1992
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    zbMATH Keywords
    regression with dependent errors
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    long range dependence
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    blockwise jackknife
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    bootstrap
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    confidence interval
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    robustness against dependence
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    stationary time series
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    asymptotic variance
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    convergence rate
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    limit distribution
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    two-stage approximation to best linear unbiased estimators
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    dependence
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    author
    H. R. Künsch
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F35
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    62F12
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    62M09
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    zbMATH DE Number
    19005
    0 references
     
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