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On Studentising and Blocklength Selection for the Bootstrap on Time Series

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Publication:5122644
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DOI10.1002/bimj.200310112zbMath1442.62565OpenAlexW2012050625WikidataQ50279668 ScholiaQ50279668MaRDI QIDQ5122644

B. Guschlbauer, C. H. Lücking, Jens Timmer, Björn Schelter, B. Hellwig, Martin Peifer

Publication date: 23 September 2020

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.200310112


zbMATH Keywords

blockwise bootstrapsmooth function modeltremorstudentising


Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)


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Causal network reconstruction from time series: From theoretical assumptions to practical estimation



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