Confidence intervals based on estimators with unknown rates of convergence

DOI10.1016/S0167-9473(03)00145-2zbMath1429.62165MaRDI QIDQ956903

B. E. Eshmatov

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

time seriesresamplingheavy-tailsnonparametricsubsamplingdependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness

Cites Work

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