Combining bootstrap methods: a Monte Carlo experiment

DOI10.1007/978-3-031-64447-4_15MaRDI QIDQ6857199zbMATH OpenFDO

Authors Luisa Bisaglia, Margherita Gerolimetto

Publication date 18 February 2026

zbMATH Keywords

bootstrapcombinationlong memory

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40)

Cites work

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• Log-periodogram regression of time series with long range dependence
• On the moving block bootstrap under long range dependence
• Properties of a block bootstrap under long-range dependence
• Sieve bootstrap for time series
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• 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

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