First and second order analysis for periodic random arrays using block bootstrap methods

DOI10.1214/16-EJS1182zbMath1346.62084MaRDI QIDQ315400

Anna E. Dudek

Publication date: 21 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1473431414

zbMATH Keywords

consistencyblock bootstrapFourier coefficients of mean and autocovariance functionsperiodic triangular array

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Related Items (2)

Generalized subsampling procedure for non-stationary time series ⋮ Block bootstrap for periodic characteristics of periodically correlated time series

Uses Software

• bootstrap

Cites Work

• On bootstrapping periodic random arrays with increasing period
• Cyclostationarity: half a century of research
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Subsampling
• Mixing: Properties and examples
• Higher-order cyclostationarity properties of sampled time-series
• Higher-order statistics for Rice's representation of cyclostationary signals
• Resampling methods for dependent data
• The jackknife and the bootstrap for general stationary observations
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• 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
• Generalizations of Cyclostationary Signal Processing
• Nonparametric time series analysis for periodically correlated processes
• Moment bounds for non-stationary dependent sequences
• Block Bootstrap for Poisson‐Sampled Almost Periodic Processes
• Periodically Correlated Random Sequences
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