Block Bootstraps for Time Series With Fixed Regressors

DOI10.1080/01621459.2011.646929zbMath1261.62081MaRDI QIDQ4916455

Daniel J. Nordman, Soumendra Nath Lahiri

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2011.646929

zbMATH Keywords

variance estimation; simultaneous confidence bands; tapers; MSE expansions; optimal blocks

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F40: Bootstrap, jackknife and other resampling methods

Related Items

Diagnostics for the bootstrap and fast double bootstrap, A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

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