scientific article; zbMATH DE number 758454

zbMath0820.62078MaRDI QIDQ4834283

Hans R. Künsch, Peter Bühlmann

Publication date: 28 May 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

resamplingcentral limit theoremmartingale differencesspectral distributionnonparametric spectral estimationstationary time seriesblockwise bootstrapspectral estimatorssecond-order correctnessARMA parameterestimators defined by functionalsshift indicesstrong-mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

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Bootstraps for time series ⋮ Bootstrap Methods for Time Series ⋮ BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE ⋮ Bootstrapping continuous-time autoregressive processes ⋮ Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading ⋮ Bootstrap methods for dependent data: a review ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ An overview of bootstrap methods for estimating and predicting in time series ⋮ Block length selection in the bootstrap for time series

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