Some results on the subsampling for -mixing periodically strictly stationary time series

MaRDI QIDQ5445974zbMATH OpenFDO

Authors Rafał Synowiecki

Publication date 6 March 2008

zbMATH Keywords

\(\varphi\)-mixing propertyconsistencyperiodically correlated time series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• K-sample subsampling in general spaces: the case of independent time series
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Subsampling in testing autocovariance for periodically correlated time series

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