On optimal block resampling for Gaussian-subordinated long-range dependent processes
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Publication:2112834
DOI10.1214/22-AOS2242MaRDI QIDQ2112834
Qihao Zhang, Daniel J. Nordman, Soumendra Nath Lahiri
Publication date: 12 January 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.01713
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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