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

DOI10.1080/03610926.2020.1780260MaRDI QIDQ5081024zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Bootstrapping the empirical distribution of a linear process
• Bootstrapping the empirical distribution of a stationary process with change-point
• Change-point detection and bootstrap for Hilbert space valued random fields
• Change-point detection in the marginal distribution of a linear process
• Long-run variance estimation for spatial data under change-point alternatives
• Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
• On the blockwise bootstrap for empirical processes for stationary sequences
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Sequential block bootstrap in a Hilbert space with application to change point analysis
• Testing for distributional change in time series
• The change-point problem for dependent observations
• The jackknife and the bootstrap for general stationary observations

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