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

DOI10.1080/03610926.2017.1300276zbMATH Open1402.62207OpenAlexW2591695699MaRDI QIDQ4638679FDOQ4638679

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

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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)

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
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• Resampling methods for dependent data
• The Stationary Bootstrap
• The bootstrap and Edgeworth expansion
• Block length selection in the bootstrap for time series
• On blocking rules for the bootstrap with dependent data
• Title not available (Why is that?)
• Bootstrapping the sample quantile of a weakly dependent sequence
• Second-order correctness of the blockwise bootstrap for stationary observations
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• Edgeworth expansions for Studentized statistics under weak dependence
• The foundations of finite sample estimation in stochastic processes
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• Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
• SEMIPARAMETRIC CONFIDENCE INTERVALS BASED ON ESTIMATING FUNCTIONS

Cited In (2)

• Confidence intervals using orthonormally weighted standardized time series
• Randomized pivots for means of short and long memory linear processes

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