Irregularly observed time series -- some asymptotics and the block bootstrap

DOI10.1080/02331888.2017.1327533zbMATH Open1383.62206OpenAlexW2619748170MaRDI QIDQ4600802FDOQ4600802

Authors: Tobias Niebuhr 

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1327533

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zbMATH Keywords

bootstrapfunctions of smooth meansrandomly observed time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Applications of statistics to environmental and related topics (62P12)

Cited In (3)

• Resampling time series using missing values techniques
• Block bootstrap for periodic characteristics of periodically correlated time series
• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

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