Analysis of tidal data via the blockwise bootstrap
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Cites work
- Better Bootstrap Confidence Intervals
- Edgeworth correction by bootstrap in autoregressions
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- On blocking rules for the bootstrap with dependent data
- On the asymptotic accuracy of Efron's bootstrap
- Second-order correctness of the blockwise bootstrap for stationary observations
- TESTS OF SIGNIFICANCE IN HARMONIC ANALYSIS
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(8)- Forecasting the underlying potential governing the time series of a dynamical system
- Discussion of ``An analysis of global warming in the alpine region based on nonlinear nonstationary time series models by F. Battaglia and M. K. Protopapas
- A novel method to accurately calculate statistical significance of local similarity analysis for high-throughput time series
- Tidal analysis of high and low water data
- scientific article; zbMATH DE number 2143285 (Why is no real title available?)
- Analysis of tidal data and datums: accessible examples of harmonic modeling with autocorrelation and imputation
- Unbiased proxy calibration
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
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