Publication:4834283
From MaRDI portal
zbMath0820.62078MaRDI QIDQ4834283
Peter Bühlmann, Hans R. Künsch
Publication date: 28 May 1995
resampling; central limit theorem; martingale differences; spectral distribution; nonparametric spectral estimation; stationary time series; blockwise bootstrap; spectral estimators; second-order correctness; ARMA parameter; estimators defined by functionals; shift indices; strong-mixing sequence
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62M15: Inference from stochastic processes and spectral analysis
62G09: Nonparametric statistical resampling methods
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