ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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Publication:4275237
DOI10.1111/j.1467-842X.1993.tb01327.xzbMath0791.62045MaRDI QIDQ4275237
Hall, Peter, Anthony C. Davison
Publication date: 20 July 1994
Published in: Australian Journal of Statistics (Search for Journal in Brave)
time series; variance estimator; normal approximation; skewness; Edgeworth expansion; dependent data; autoregression; moving average; subsequence; Studentized mean; blocking method; percentile-\(t\) bootstrap
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G09: Nonparametric statistical resampling methods
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