Generalized seasonal tapered block bootstrap

DOI10.1016/J.SPL.2016.03.022MaRDI QIDQ286451zbMATH OpenOpenAlexFDO

Authors Anna E. Dudek, Efstathios Paparoditis, Dimitris Politis

Publication date 20 May 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.03.022

zbMATH Keywords

confidence intervalsautocovariance functionseasonal means

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• A generalized block bootstrap for seasonal time series
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Correlation theory of almost periodically correlated processes
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Moment bounds for non-stationary dependent sequences
• Nonparametric time series analysis for periodically correlated processes
• On bootstrapping periodic random arrays with increasing period
• Periodically Correlated Random Sequences
• Subsampling in testing autocovariance for periodically correlated time series
• Tapered block bootstrap

Cited in

(5)

• Generalized subsampling procedure for non-stationary time series
• A generalized block bootstrap for seasonal time series
• Consistency of the frequency domain bootstrap for differentiable functionals
• Optimal choice of bootstrap block length for periodically correlated time series
• The tapered block bootstrap for general statistics from stationary sequences

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