Block bootstrap for periodic characteristics of periodically correlated time series

DOI10.1080/10485252.2017.1404060zbMath1391.62165OpenAlexW2770112078MaRDI QIDQ4634444

Anna E. Dudek

Publication date: 10 April 2018

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

Full work available at URL: https://doi.org/10.1080/10485252.2017.1404060

zbMATH Keywords

consistencyseasonal meansperiodically correlated time seriesperiodic autocovariance functionseasonal variances

Mathematics Subject Classification ID

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

Related Items

Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Consistency of the frequency domain bootstrap for differentiable functionals

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