Some properties of the autoregressive-aided block bootstrap

DOI10.1214/17-EJS1239zbMath1362.62062OpenAlexW2594378587MaRDI QIDQ521325

Tobias Niebuhr, Jens-Peter Kreiss, Efstathios Paparoditis

Publication date: 7 April 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1488964115

zbMATH Keywords

time seriesblock bootstrapCARMAlow-frequency observationsautoregressive-aidedweak ARMA

Mathematics Subject Classification ID

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

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