Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
DOI10.1214/17-EJS1225zbMATH Open1419.62260MaRDI QIDQ505572FDOQ505572
Authors: D. Dehay, Anna E. Dudek 
Publication date: 26 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1485162022
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- scientific article; zbMATH DE number 238326
- Approximation for bootstrapped empirical processes
consistencyblock bootstrapirregular samplingnonstationary processFourier coefficients of autocovariance function
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)
Cited In (6)
- On bootstrapping periodic random arrays with increasing period
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
- Block bootstrap for Poisson-sampled almost periodic processes
- Block bootstrap for periodic characteristics of periodically correlated time series
- Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson
- Generalized subsampling procedure for non-stationary time series
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