Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem

DOI10.3150/18-BEJ1099zbMath1432.62311arXiv1711.01070OpenAlexW2975528545MaRDI QIDQ2325383

Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01070

zbMATH Keywords

mean functionfunctional time seriesspectral density operatormoving block bootstraptapered block bootstrap\(K\)-sample mean problem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series ⋮ Bootstrap Prediction Bands for Functional Time Series ⋮ A bootstrap-based KPSS test for functional time series ⋮ Bootstrapping covariance operators of functional time series ⋮ Testing equality of spectral density operators for functional processes ⋮ Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem

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