Efficiency and robustness in subsampling for dependent data

DOI10.1016/S0378-3758(98)00123-2MaRDI QIDQ1299014zbMATH OpenFDO

Authors V. Pereyra

Publication date 23 August 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(98)00123-2

zbMATH Keywords

bootstrapdependencemodel freeresamplingrobustnesstime-series

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Bootstrap in moving average models
• Bootstrap Prediction Intervals for Autoregression
• Bootstrapping explosive autoregressive processes
• Bootstrapping unstable first-order autoregressive processes
• Confidence Interval Estimation Using Standardized Time Series
• Edgeworth correction by bootstrap in autoregressions
• Efficiency and robustness in resampling
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• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• Large sample confidence regions based on subsamples under minimal assumptions
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• On asymptotic properties of bootstrap for AR(1) processes
• On blocking rules for the bootstrap with dependent data
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Optimal Mean-Squared-Error Batch Sizes
• Replicate Histograms
• Second order optimality of stationary bootstrap
• Second-order correctness of the blockwise bootstrap for stationary observations
• 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
• Time series: theory and methods

Cited in

(4)

• Resampling time series using missing values techniques
• Efficient distribution estimation for data with unobserved sub-population identifiers
• Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
• On estimation in binary autologistic spatial models

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