Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration

DOI10.1080/00949650410001729409MaRDI QIDQ4675841zbMATH OpenOpenAlexFDO

Authors Alexander Gluhovsky, Martin Zihlbauer, Dimitris Politis

Publication date 6 May 2005

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650410001729409

zbMATH Keywords

atmospheric data analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10)

Recommendations

• Subsampling Methodology for the Analysis of Nonlinear Atmospheric Time Series
• On the asymptotic theory of subsampling
• Subsampling and model selection in time series analysis
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Cites work

• Adaptive bandwidth choice
• Automatic Block-Length Selection for the Dependent Bootstrap
• Block length selection in the bootstrap for time series
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Data-Based Choice of Batch Size for Simulation Output Analysis
• Efficiency and robustness in subsampling for dependent data
• On blocking rules for the bootstrap with dependent data
• Resampling methods for dependent data
• Theoretical comparisons of block bootstrap methods

Cited in

(3)

• Subsampling Methodology for the Analysis of Nonlinear Atmospheric Time Series
• Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
• Subsampling (weighted smooth) empirical copula processes

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