Block length selection in the bootstrap for time series (Q1606503)
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scientific article; zbMATH DE number 1771054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Block length selection in the bootstrap for time series |
scientific article; zbMATH DE number 1771054 |
Statements
Block length selection in the bootstrap for time series (English)
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29 July 2002
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Blockwise bootstrap
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Estimation of standard errors
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Spectral estimation
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Influence function
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Local bandwidth
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Iterative plug-in method
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0.8828167915344238
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0.871381402015686
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0.8550708889961243
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0.8320521116256714
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