Tapered block bootstrap

DOI10.1093/biomet/88.4.1105zbMath0987.62027OpenAlexW2062212591MaRDI QIDQ2773188

Dimitris N. Politis, Efstathios Paparoditis

Publication date: 30 June 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/88.4.1105

zbMATH Keywords

time seriesresamplingbiasconfidence intervalspectral density estimationsubsamplingvariance estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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