Subseries Methods in Regression

DOI10.2307/2965569zbMATH Open0888.62096OpenAlexW4243357866MaRDI QIDQ4366197FDOQ4366197

Authors:

Publication date: 18 November 1997

Full work available at URL: https://doi.org/10.2307/2965569

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zbMATH Keywords

bootstraptime seriesEdgeworth expansionresamplingbias reductionsubsampling

Mathematics Subject Classification ID

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

Cited In (8)

• A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
• Subsample and half-sample methods
• Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data
• Law of large numbers for the subseries talues of a statistic from a stationary sequence
• On variance estimation in a negative binomial time series regression model
• Title not available (Why is that?)
• Complete subset regressions
• Bootstrapping an inhomogeneous point process

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