Baxter's inequality and sieve bootstrap for random fields (Q2405146)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Baxter's inequality and sieve bootstrap for random fields |
scientific article |
Statements
Baxter's inequality and sieve bootstrap for random fields (English)
0 references
21 September 2017
0 references
The paper is concerned with the evaluation of confidence in the use of sieve bootstrap in autoregression. Due to the importance of stationary spatial processes the importance of such research is remarkable. The authors developed a weighted Baxter-inequality for spatial processes that seems to have a good speed of convergence. The authors claim that the proposal has a better behavior than other bootstrap methods using simulation studies.
0 references
autoregression
0 references
bootstrap
0 references
random fields
0 references
Baxter's inequality
0 references
sieve
0 references
resampling
0 references