A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

DOI10.1002/jtsa.12053zbMath1301.62086MaRDI QIDQ2933193

Dimitris N. Politis, Efstathios Paparoditis, Jacek Leśkow, Anna E. Dudek

Publication date: 10 December 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/jtsa.12053

zbMATH Keywords

seasonality; resampling; periodic time series

Mathematics Subject Classification ID

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

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

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