Convolved subsampling estimation with applications to block bootstrap (Q1731767): Difference between revisions

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+Measure Theory and Probability Theory
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+On the validity of resampling methods under long memory
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+Subsampling for General Statistics under Long Range Dependence with application to change point analysis
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+Some asymptotic theory for the bootstrap
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+Laws of large numbers for periodically and almost periodically correlated processes
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+The Invariance Principle for Stationary Processes
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+Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Bootstrap methods: another look at the jackknife
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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+Fractional differencing
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+Correlation theory of almost periodically correlated processes
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+Convolved subsampling estimation with applications to block bootstrap
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+Properties of a block bootstrap under long-range dependence
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+The jackknife and the bootstrap for general stationary observations
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+On the moving block bootstrap under long range dependence
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+Resampling methods for dependent data
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+Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
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+Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series
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+Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
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+Bootstrap procedures under some non-i.i.d. models
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+Fractional Brownian Motions, Fractional Noises and Applications
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+VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
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+Bootstrap for<i>U</i>-statistics: a new approach
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+Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes
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+Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Block sampling under strong dependence
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