Convolved subsampling estimation with applications to block bootstrap
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Publication:1731767
DOI10.1214/18-AOS1695zbMath1415.62024arXiv1706.07237WikidataQ128845295 ScholiaQ128845295MaRDI QIDQ1731767
Johannes Tewes, Daniel J. Nordman, Dimitris N. Politis
Publication date: 14 March 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.07237
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)
Related Items
The numerical bootstrap ⋮ Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ A frequency domain bootstrap for general multivariate stationary processes ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Extending the validity of frequency domain bootstrap methods to general stationary processes ⋮ Convolved subsampling estimation with applications to block bootstrap
Uses Software
Cites Work
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