Resampling m-Dependent Random Variables with Applications to Forecasting

DOI10.1111/1467-9469.00206zbMath0977.62046OpenAlexW1971620082MaRDI QIDQ2742766

S. Sjostedt

Publication date: 23 September 2001

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00206

zbMATH Keywords

bootstrapnonstationaritym-dependencecentral limit resampling theorem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error ⋮ On bootstrapping periodic random arrays with increasing period ⋮ NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA ⋮ Some properties of weakly approaching sequences of distributions

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