A note on the stationary bootstrap's variance

DOI10.1214/07-AOS567zbMath1155.62030arXiv0903.0474MaRDI QIDQ1002163

Daniel J. Nordman

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0474

zbMATH Keywords

expansion; spectral estimation; periodogram; block bootstrap

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G09: Nonparametric statistical resampling methods

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