Bootstrapping the empirical distribution of a stationary process with change-point

DOI10.1214/19-EJS1613zbMath1431.62180MaRDI QIDQ2326067

Farid El Ktaibi, B. Gail Ivanoff

Publication date: 4 October 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1569895283

zbMATH Keywords

time series; change-point; sequential empirical process; causal linear process; moving block bootstrap

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G30: Order statistics; empirical distribution functions

60G10: Stationary stochastic processes

62G09: Nonparametric statistical resampling methods

60F17: Functional limit theorems; invariance principles

Related Items

Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process, Weak convergence for stationary bootstrap empirical processes of associated sequences, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points

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