The threshold bootstrap and threshold jackknife

DOI10.1016/S0167-9473(99)00008-0zbMath0942.62108MaRDI QIDQ1960593

Thomas R. Willemain, Daesu Park

Publication date: 12 January 2000

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

bootstraptime serieslevel crossingjackknife

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)

Related Items (4)

The threshold bootstrap and threshold jackknife ⋮ A Simple Bootstrap Method for Time Series ⋮ Simulation output analysis using the threshold bootstrap ⋮ Wavelet-Based Bootstrap for Time Series Analysis

Uses Software

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• nag
• bootstrap

Cites Work

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• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrapping Markov chains: Countable case
• Bootstrap methods: another look at the jackknife
• Matched-block bootstrap for dependent data
• On the moving block bootstrap under long range dependence
• Multivariate nonparametric resampling scheme for generation of daily weather variables
• The jackknife and the bootstrap for general stationary observations
• The threshold bootstrap and threshold jackknife
• The Almost Regenerative Method for Stochastic System Simulations
• Statistical Analysis for Queueing Simulations
• Regeneration-based bootstrap for Markov chains
• The Stationary Bootstrap
• On blocking rules for the bootstrap with dependent data

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