Coverage bound for fixed-b subsampling and generalized subsampling for time series

DOI10.5705/SS.2014.185TzbMath1356.62140OpenAlexW2519282850MaRDI QIDQ2828611

Yinxiao Huang, Xiao-Feng Shao

Publication date: 26 October 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.185t

zbMATH Keywords

subsamplingself-normalizationpivotcoverage bound

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

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