Bootstrap Methods for Time Series

DOI10.1111/j.1751-5823.2003.tb00485.xzbMath1114.62347OpenAlexW2148329315MaRDI QIDQ4832060

Joel L. Horowitz, Jens-Peter Kreiss, Wolfgang Karl Härdle

Publication date: 3 January 2005

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.isr/1069172307

zbMATH Keywords

ResamplingAsymptotic approximation confidence intervalBlock bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

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