A note on the stationary bootstrap's variance

DOI10.1214/07-AOS567zbMath1155.62030arXiv0903.0474MaRDI QIDQ1002163

Daniel J. Nordman

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0474

zbMATH Keywords

expansionspectral estimationperiodogramblock bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Matched-block bootstrap for dependent data
• Resampling methods for dependent data
• Theoretical comparisons of block bootstrap methods
• The jackknife and the bootstrap for general stationary observations
• Tapered block bootstrap
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• SPECTRAL ANALYSIS WITH TAPERED DATA
• The Stationary Bootstrap
• Automatic Block-Length Selection for the Dependent Bootstrap
• On blocking rules for the bootstrap with dependent data
• The bootstrap and Edgeworth expansion

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