Resampling Methods for Time Series Level Crossings

DOI10.1080/03610926.2011.643852zbMath1280.62106OpenAlexW2033924539MaRDI QIDQ2873926

Jacek Leśkow, Mariola Molenda

Publication date: 28 January 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.643852

zbMATH Keywords

subsamplingmoving block bootstrapzero crossingsbootstrap methodsconsistency of estimatorszero crossing rate

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)

Cites Work

• Bootstraps for time series
• Approximation Theorems of Mathematical Statistics
• Subsampling in testing autocovariance for periodically correlated time series
• A useful theorem for nonlinear devices having Gaussian inputs
• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
• On blocking rules for the bootstrap with dependent data
• The bootstrap and Edgeworth expansion
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