Matched-block bootstrap for dependent data

DOI10.2307/3318719MaRDI QIDQ1275857zbMATH OpenOpenAlexFDO

Authors Edward Carlstein, Kim-Anh Do, Timothy C. Hesterberg, H. R. Künsch, Peter Hall

Publication date 21 September 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8eb8caa92b2cf472725ad64930a67796ccaee8ad

zbMATH Keywords

time seriesvariance estimationkernel methodsresamplingblock bootstrapblocking methods

Mathematics Subject Classification ID

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

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