Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process

DOI10.1080/03610926.2020.1780260OpenAlexW3043944052MaRDI QIDQ5081024FDOQ5081024

B. Gail Ivanoff, Neville Weber

Publication date: 1 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1780260

zbMATH Keywords

empirical distributionasymptotic behaviorstationary processchange-pointmoving block bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• The jackknife and the bootstrap for general stationary observations
• Sequential block bootstrap in a Hilbert space with application to change point analysis
• Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
• The change-point problem for dependent observations
• Testing for distributional change in time series
• On the blockwise bootstrap for empirical processes for stationary sequences
• Bootstrapping the empirical distribution of a linear process
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Change-point detection in the marginal distribution of a linear process
• Change-point detection and bootstrap for Hilbert space valued random fields
• Long-run variance estimation for spatial data under change-point alternatives
• Bootstrapping the empirical distribution of a stationary process with change-point

   Recommendations

• Bootstrapping the empirical distribution of a stationary process with change-point 👍 👎
• A Nonparametric bootstrapped estimate of the change-point 👍 👎
• Change-point in stochastic design regression and the bootstrap 👍 👎
• The bootstrap for empirical processes based on stationary observations 👍 👎
• Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation 👍 👎
• Change-point problem and bootstrap 👍 👎

This page was built for publication: Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5081024)