A note on stationary bootstrap variance estimator under long-range dependence

DOI10.1016/j.spl.2020.108971zbMath1456.62047OpenAlexW3093550575MaRDI QIDQ826725

Young Min Kim, Jongho Im, Taegyu Kang

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108971

zbMATH Keywords

long-range dependencestationary bootstrapbootstrap variance estimation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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