Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series

DOI10.1007/978-1-4939-0569-0_8zbMath1332.62319OpenAlexW2499449MaRDI QIDQ2787359

S. Maiz, Jacek Leśkow, Anna E. Dudek

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_8

zbMATH Keywords

autocovariance functionsimultaneous confidence intervalsblock bootstrapFourier coefficients periodically correlated time seriessignificant frequencies

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series

Cites Work

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• Bibliography on cyclostationarity
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Subsampling
• Subsampling for continuous-time almost periodically correlated processes
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Correlation theory of almost periodically correlated processes
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES
• Subsampling in testing autocovariance for periodically correlated time series
• Nonparametric time series analysis for periodically correlated processes
• Periodically Correlated Random Sequences

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