Generalized subsampling procedure for non-stationary time series

DOI10.1214/18-EJS1503zbMath1409.62174OpenAlexW2903039228WikidataQ128891734 ScholiaQ128891734MaRDI QIDQ1711557

Łukasz Lenart

Publication date: 18 January 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1543979029

zbMATH Keywords

non-stationary time seriesalmost periodically correlated time seriesgeneralized subsampling proceduresubsampling consistency

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

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