Subsampling

zbMath0931.62035MaRDI QIDQ1304189

Joseph P. Romano, Michael Wolf, Dimitris N. Politis

Publication date: 12 October 1999

Published in: Springer Series in Statistics (Search for Journal in Brave)

zbMATH Keywords

time seriessimulationsmarked point processessubsamplingchoice of block sizegeneral parametersrandom fiedssubsampling stock returns

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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