\(K\)-sample subsampling in general spaces: the case of independent time series

DOI10.1016/j.jmva.2008.11.005zbMath1178.62047OpenAlexW1977777281MaRDI QIDQ1049536

Dimitris N. Politis, Joseph P. Romano

Publication date: 12 January 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.11.005

zbMATH Keywords

time serieshypothesis testingBanach spaceconfidence regionsblock bootstraplarge-sample theorytwo-sample problems

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

Comments on: Subsampling weakly dependent time series and application to extremes, Rejoinder on: Subsampling weakly dependent time series and application to extremes, Two sample inference for the second-order property of temporally dependent functional data

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