Resampling time series using missing values techniques

DOI10.1007/BF02523392zbMath1047.62075OpenAlexW2088021351MaRDI QIDQ1880994

Daniel Peña, Juan J. Romo, Andrés M. Alonso

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02523392

zbMATH Keywords

bootstraptime seriesjackknifemissing values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (1)

Introducing model uncertainty by moving blocks bootstrap

Cites Work

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