Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics

DOI10.1111/jtsa.12105zbMath1325.62161OpenAlexW2104083663MaRDI QIDQ5251509

Jessica Tressou, Patrice Bertail, Stéphan Clémençon

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.12105

zbMATH Keywords

bootstraprobustnessMarkov chain\(L\)-statisticstatistical hypothesis testingsigned linear rank statisticregenerative method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Bootstrap uniform central limit theorems for Harris recurrent Markov chains

Cites Work

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