Properties of a block bootstrap under long-range dependence

DOI10.1007/s13171-011-0003-3zbMath1267.62062MaRDI QIDQ354205

Young Min Kim, Daniel J. Nordman

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0003-3

zbMATH Keywords

confidence intervals; variance estimation; block size; sample average

Mathematics Subject Classification ID

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

62G05: Nonparametric estimation

60G10: Stationary stochastic processes

62G09: Nonparametric statistical resampling methods

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