Assessing the error in bootstrap estimates with dependent data

DOI10.1007/BF02595746zbMath1107.62325OpenAlexW1975598582MaRDI QIDQ5936983

No author found.

Publication date: 12 July 2001

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595746

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Uses Software

• bootstrap

Cites Work

• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• The jackknife and the bootstrap for general stationary observations
• On blocking rules for the bootstrap with dependent data
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