Overlapping subsampling and invariance to initial conditions

DOI10.1080/03610926.2014.999093zbMath1395.62274OpenAlexW2116195221MaRDI QIDQ2980116

Maria Kyriacou

Publication date: 27 April 2017

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

Full work available at URL: https://eprints.soton.ac.uk/337799/1/1203.pdf

zbMATH Keywords

biasrandom walkjackknifeautoregressionmoving blocks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Sums of independent random variables; random walks (60G50)

Cites Work

• Jackknife estimation with a unit root
• Jackknife estimation of stationary autoregressive models
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Optimal jackknife for unit root models
• Folklore Theorems, Implicit Maps, and Indirect Inference
• NOTES ON BIAS IN ESTIMATION
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• Towards a unified asymptotic theory for autoregression
• Testing For Unit Roots: 1
• Time Series Regression with a Unit Root
• BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
• NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

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