Second-order correctness of the blockwise bootstrap for stationary observations

DOI10.1214/aos/1069362303zbMath0906.62040OpenAlexW1586147879MaRDI QIDQ1354502

Publication date: 22 February 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1069362303

zbMATH Keywords

time series confidence interval strong mixing Edgeworth expansion dependent data blockwise bootstrap approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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