On optimal block resampling for Gaussian-subordinated long-range dependent processes
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Publication:6406798
DOI10.1214/22-AOS2242arXiv2208.01713MaRDI QIDQ6406798
Qihao Zhang, Daniel J. Nordman, Soumendra Nath Lahiri
Publication date: 2 August 2022
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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