Generalized seasonal tapered block bootstrap

DOI10.1016/j.spl.2016.03.022zbMath1338.62124OpenAlexW2318791173MaRDI QIDQ286451

Efstathios Paparoditis, Anna E. Dudek, Dimitris N. Politis

Publication date: 20 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.022

zbMATH Keywords

confidence intervalsautocovariance functionseasonal means

Mathematics Subject Classification ID

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

Related Items (2)

Generalized subsampling procedure for non-stationary time series ⋮ Consistency of the frequency domain bootstrap for differentiable functionals

Cites Work

• Unnamed Item
• On bootstrapping periodic random arrays with increasing period
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Correlation theory of almost periodically correlated processes
• Tapered block bootstrap
• 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
• Moment bounds for non-stationary dependent sequences
• Periodically Correlated Random Sequences

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