Second-order correctness of the blockwise bootstrap for stationary observations
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Publication:1354502
DOI10.1214/AOS/1069362303zbMath0906.62040OpenAlexW1586147879MaRDI QIDQ1354502
Publication date: 22 February 1999
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362303
time seriesconfidence intervalstrong mixingEdgeworth expansiondependent datablockwise bootstrap approximation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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