scientific article; zbMATH DE number 19005

zbMATH Open0735.62089MaRDI QIDQ3976430FDOQ3976430

Authors: H. R. Künsch 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

bootstraplimit distributionconfidence intervaldependencestationary time seriesasymptotic varianceconvergence ratelong range dependenceblockwise jackkniferegression with dependent errorsrobustness against dependencetwo-stage approximation to best linear unbiased estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (2)

• How to Pretend That Correlated Variables Are Independent by Using Difference Observations
• Title not available (Why is that?)

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