The Stationary Bootstrap
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Publication:4323559
DOI10.2307/2290993zbMath0814.62023OpenAlexW4243915579MaRDI QIDQ4323559
Dimitris N. Politis, Joseph P. Romano
Publication date: 23 February 1995
Full work available at URL: https://doi.org/10.2307/2290993
consistencyconfidence regionsstationary bootstrapweak convergence propertiesapproximate confidence limitresampling procedureweakly dependent stationary observationspseudo-time seriesstandard errors of estimators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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