Another look at the disjoint blocks bootstrap

DOI10.1007/s11749-007-0091-5zbMath1203.62073OpenAlexW2004295192MaRDI QIDQ619092

Dragan Radulovic

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0091-5

zbMATH Keywords

time seriesempirical processesdependence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes ⋮ Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ Bootstrapping the empirical distribution of a linear process ⋮ A general approach to the joint asymptotic analysis of statistics from sub-samples ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Bootstrapping the empirical distribution of a stationary process with change-point

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