A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

DOI10.1002/jtsa.12053zbMath1301.62086OpenAlexW1569939540MaRDI 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

seasonalityresamplingperiodic time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (12)

Generalized seasonal tapered block bootstrap ⋮ First and second order analysis for periodic random arrays using block bootstrap methods ⋮ Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment ⋮ Bootstrapping periodically autoregressive models ⋮ Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Consistency of the frequency domain bootstrap for differentiable functionals ⋮ Block bootstrap for periodic characteristics of periodically correlated time series ⋮ Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes ⋮ Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series

Cites Work

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• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
• On bootstrapping periodic random arrays with increasing period
• Bootstrap of the mean in the infinite variance case
• Some asymptotic theory for the bootstrap
• Time series: theory and methods.
• Resampling methods for dependent data
• The jackknife and the bootstrap for general stationary observations
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Tapered block bootstrap
• Subsampling in testing autocovariance for periodically correlated time series
• Moment bounds for non-stationary dependent sequences
• Automatic Block-Length Selection for the Dependent Bootstrap
• Block Bootstraps for Time Series With Fixed Regressors
• Periodically Correlated Random Sequences
• The impact of bootstrap methods on time series analysis

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