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