Resampling estimation when observations are m–dependent

DOI10.1080/03610928808829846zbMath0696.62133OpenAlexW2150288664MaRDI QIDQ3473118

Jun Shao, Xi-Quan Shi

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829846

zbMATH Keywords

bootstrapconsistencyresamplingvariance estimatorsample meanm-dependent

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

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A statistical framework for testing chaotic dynamics via Lyapunov exponents, Testing model assumptions in multivariate linear regression models, Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models, Bootstrapping the sample means for stationary mixing sequences

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