Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes

DOI10.1214/17-EJS1225zbMath1419.62260MaRDI QIDQ505572

Dominique Dehay, Anna E. Dudek

Publication date: 26 January 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1485162022

zbMATH Keywords

consistencyblock bootstrapnonstationary processirregular samplingFourier coefficients of autocovariance function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Block bootstrap for periodic characteristics of periodically correlated time series

This page was built for publication: Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes