The tapered block bootstrap for general statistics from stationary sequences

DOI10.1111/1368-423X.T01-1-00077zbMath1009.62034MaRDI QIDQ4551774

Efstathios Paparoditis, Dimitris N. Politis

Publication date: 5 May 2003

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

confidence intervalstime seriesasymptotic biasspectral density estimationsubsamplingvariance estimationdifferentiable statistics resampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

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Cites Work

• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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