Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series

DOI10.1080/03610926.2017.1300276zbMath1402.62207OpenAlexW2591695699MaRDI QIDQ4638679

M. B. Rajarshi

Publication date: 27 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1300276

zbMATH Keywords

confidence intervalscumulantsmeanconfidence boundsstationary time seriesestimating function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Edgeworth expansions for Studentized statistics under weak dependence
• Second-order correctness of the blockwise bootstrap for stationary observations
• Resampling methods for dependent data
• Block length selection in the bootstrap for time series
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• The foundations of finite sample estimation in stochastic processes
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• The Stationary Bootstrap
• SEMIPARAMETRIC CONFIDENCE INTERVALS BASED ON ESTIMATING FUNCTIONS
• Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
• On blocking rules for the bootstrap with dependent data
• The bootstrap and Edgeworth expansion

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