Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process |
scientific article; zbMATH DE number 7535563
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process |
scientific article; zbMATH DE number 7535563 |
Statements
Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (English)
0 references
1 June 2022
0 references
stationary process
0 references
empirical distribution
0 references
moving block bootstrap
0 references
change-point
0 references
asymptotic behavior
0 references
0 references
0 references
0.9702355
0 references
0.90642154
0 references
0.89318264
0 references
0.8925246
0 references
0.8913734
0 references
0 references
