A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
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Publication:1208656
DOI10.1214/AOS/1176348899zbMath0776.62070OpenAlexW2025966367MaRDI QIDQ1208656
Joseph P. Romano, Dimitris N. Politis
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348899
bootstrapconsistencyasymptotic normalitytime seriesjoint distributionspectral densityjackknifeweak dependencetriangular arraysblock of blocks techniquegeneral linear statisticssliding blocks of consecutive observationsstationary, alpha-mixing observations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)
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