Jackknife estimator for an \(m\)-dependent stationary process

DOI10.1007/BF02006147zbMath0771.62064OpenAlexW2314905724MaRDI QIDQ1210228

Jun Shao

Publication date: 25 May 1993

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02006147

zbMATH Keywords

strong consistencyempirical distributionjackknife estimatordegenerate distributions\(m\)-dependent stationary processconvex set of distribution functions

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cites Work

• Jackknifing maximum likelihood estimates
• A general theory for jackknife variance estimation
• NOTES ON BIAS IN ESTIMATION
• Approximation Theorems of Mathematical Statistics
• A Trustworthy Jackknife
• Unnamed Item

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