Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure

DOI10.3150/07-BEJ102zbMath1129.62082arXiv0711.4493OpenAlexW3105426957MaRDI QIDQ2469670

Rafał Synowiecki

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4493

zbMATH Keywords

strong mixing propertyFourier coefficients of autocovariance functionsperiodic and almost periodic time series

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 (15)

First and second order analysis for periodic random arrays using block bootstrap methods ⋮ Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES ⋮ Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Block bootstrap for periodic characteristics of periodically correlated time series ⋮ A new method to compare the spectral densities of two independent periodically correlated time series ⋮ On bootstrapping periodic random arrays with increasing period ⋮ Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ Regenerative block empirical likelihood for Markov chains ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes ⋮ Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series

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