Coverage bound for fixed-b subsampling and generalized subsampling for time series

DOI10.5705/ss.2014.185tzbMath1356.62140MaRDI QIDQ2828611

Yinxiao Huang, Xiao-Feng Shao

Publication date: 26 October 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.185t

zbMATH Keywords

subsampling; self-normalization; pivot; coverage bound

Mathematics Subject Classification ID

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

62F25: Parametric tolerance and confidence regions

62F40: Bootstrap, jackknife and other resampling methods