Resampling time series using missing values techniques

DOI10.1007/BF02523392zbMath1047.62075OpenAlexW2088021351MaRDI QIDQ1880994

Daniel Peña, Juan J. Romo, Andrés M. Alonso

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02523392

zbMATH Keywords

bootstraptime seriesjackknifemissing values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items

Introducing model uncertainty by moving blocks bootstrap

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