Resampling Methods for Time Series Level Crossings
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Publication:2873926
DOI10.1080/03610926.2011.643852zbMath1280.62106OpenAlexW2033924539MaRDI QIDQ2873926
Publication date: 28 January 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.643852
subsamplingmoving block bootstrapzero crossingsbootstrap methodsconsistency of estimatorszero crossing rate
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Bootstraps for time series
- Approximation Theorems of Mathematical Statistics
- Subsampling in testing autocovariance for periodically correlated time series
- A useful theorem for nonlinear devices having Gaussian inputs
- Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
- On blocking rules for the bootstrap with dependent data
- The bootstrap and Edgeworth expansion
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