Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases

DOI10.2307/3316014zbMath0998.62078OpenAlexW1983751776MaRDI QIDQ4546740

Patrice Bertail, Dimitris N. Politis

Publication date: 28 November 2002

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

Full work available at URL: https://doi.org/10.2307/3316014

zbMATH Keywords

interpolationbootstrapextrapolationsubsamplinglarge sample inferenceARMA processesconfidence limits

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (8)

Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting ⋮ Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases ⋮ Scaling by subsampling for big data, with applications to statistical learning ⋮ Stable and bias-corrected estimation for nonparametric regression models ⋮ Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains ⋮ The impact of bootstrap methods on time series analysis ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching

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