Fixed-smoothing asymptotics for time series

DOI10.1214/13-AOS1113zbMath1273.62231arXiv1204.4228MaRDI QIDQ366976

Xianyang Zhang, Xiao-Feng Shao

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.4228

zbMATH Keywords

bootstraphigh-order expansionslong-run variance matrix

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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