Bootstraps for time series

DOI10.1214/ss/1023798998zbMath1013.62048OpenAlexW2012562749MaRDI QIDQ1872593

Publication date: 3 July 2003

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1023798998

zbMATH Keywords

Markov chains linear processes stationary processes autoregression block bootstrap sieve bootstrap double bootstrap categorical time series context algorithm local bootstrap studentizing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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