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

DOI10.1080/02331888.2017.1327533MaRDI QIDQ4600802zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapfunctions of smooth meansrandomly observed time series

Mathematics Subject Classification ID

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

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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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