ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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Publication:4275237
DOI10.1111/j.1467-842X.1993.tb01327.xzbMath0791.62045MaRDI QIDQ4275237
Hall, Peter, Anthony C. Davison
Publication date: 20 July 1994
Published in: Australian Journal of Statistics (Search for Journal in Brave)
time seriesvariance estimatornormal approximationskewnessEdgeworth expansiondependent dataautoregressionmoving averagesubsequenceStudentized meanblocking methodpercentile-\(t\) bootstrap
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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