Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

DOI10.1111/jtsa.12115zbMath1326.62187OpenAlexW1709565932MaRDI QIDQ5251503

Anna E. Dudek, Dominique Dehay

Publication date: 20 May 2015

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

Full work available at URL: https://doi.org/10.1111/jtsa.12115

zbMATH Keywords

bootstrapconsistencyconfidence intervalAPC processcyclic meansPoisson random sampling scheme

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

First and second order analysis for periodic random arrays using block bootstrap methods ⋮ 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

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