Block Bootstrap for the Empirical Process of Long‐Range Dependent Data

DOI10.1111/jtsa.12256zbMath1416.62239arXiv1601.01122OpenAlexW2963240670MaRDI QIDQ4604005

Johannes Tewes

Publication date: 23 February 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01122

zbMATH Keywords

long-range dependenceempirical processblock bootstrapGaussian subordinationKolmogorov-Smirnov statisticsmoothed empirical process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Estimating the Mean Direction of Strongly Dependent Circular Time Series ⋮ QUANTILOGRAMS UNDER STRONG DEPENDENCE

Uses Software

• kerdiest

Cites Work

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