Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series

DOI10.1080/03610926.2017.1300276MaRDI QIDQ4638679zbMATHOpenAlexFDO

Authors M. B. Rajarshi

Publication date 27 April 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1300276

zbMATH Keywords

confidence intervalsmeanestimating functionstationary time seriescumulantsconfidence bounds

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cites work

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• On blocking rules for the bootstrap with dependent data
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• SEMIPARAMETRIC CONFIDENCE INTERVALS BASED ON ESTIMATING FUNCTIONS
• Second-order correctness of the blockwise bootstrap for stationary observations
• Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
• The Stationary Bootstrap
• The bootstrap and Edgeworth expansion
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Cited in

(3)

• Confidence intervals using orthonormally weighted standardized time series
• Confidence intervals based on optimal estimating function for median of a stationary time series
• Randomized pivots for means of short and long memory linear processes

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