Bootstrapping the empirical distribution of a linear process
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Publication:395990
DOI10.1016/j.spl.2014.06.019zbMath1463.62127OpenAlexW2060778716MaRDI QIDQ395990
Farid El Ktaibi, B. Gail Ivanoff, Neville C. Weber
Publication date: 8 August 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.019
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)
Related Items
Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process, Weak convergence for stationary bootstrap empirical processes of associated sequences, Weak convergence of stationary empirical processes, Bootstrapping the empirical distribution of a stationary process with change-point
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