Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
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Publication:4675841
DOI10.1080/00949650410001729409zbMath1061.62074OpenAlexW2047841146MaRDI QIDQ4675841
Alexander Gluhovsky, Dimitris N. Politis, Martin Zihlbauer
Publication date: 6 May 2005
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650410001729409
Applications of statistics to environmental and related topics (62P12) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05) Meteorology and atmospheric physics (86A10)
Related Items (2)
Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series ⋮ Subsampling (weighted smooth) empirical copula processes
Cites Work
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Efficiency and robustness in subsampling for dependent data
- Resampling methods for dependent data
- Block length selection in the bootstrap for time series
- Theoretical comparisons of block bootstrap methods
- Data-Based Choice of Batch Size for Simulation Output Analysis
- Automatic Block-Length Selection for the Dependent Bootstrap
- Adaptive bandwidth choice
- On blocking rules for the bootstrap with dependent data
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