Kernel matching scheme for block bootstrap of time series data

DOI10.1046/j.0143-9782.2003.00345.xzbMath1051.62077OpenAlexW3124867234MaRDI QIDQ4828177

Tae Yoon Kim, Sun Young Hwang

Publication date: 24 November 2004

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

Full work available at URL: https://doi.org/10.1046/j.0143-9782.2003.00345.x

zbMATH Keywords

ergodicitytransition probabilitiesblock bootstraptime series datakernel matching scheme

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Cites Work

• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space

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