Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes

DOI10.1214/17-EJS1225MaRDI QIDQ505572zbMATH OpenFDO

Authors D. Dehay, Anna E. Dudek

Publication date 26 January 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1485162022

zbMATH Keywords

consistencyblock bootstrapirregular samplingnonstationary processFourier coefficients of autocovariance function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(6)

• On bootstrapping periodic random arrays with increasing period
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Block bootstrap for Poisson-sampled almost periodic processes
• Block bootstrap for periodic characteristics of periodically correlated time series
• Generalized subsampling procedure for non-stationary time series
• Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson

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