A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation

DOI10.1214/aos/1176348899zbMath0776.62070OpenAlexW2025966367MaRDI QIDQ1208656

Joseph P. Romano, Dimitris N. Politis

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348899

zbMATH Keywords

bootstrap consistency asymptotic normality time series joint distribution spectral density jackknife weak dependence triangular arrays block of blocks technique general linear statistics sliding blocks of consecutive observations stationary, alpha-mixing observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

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