The impact of bootstrap methods on time series analysis

DOI10.1214/ss/1063994977zbMath1332.62340OpenAlexW2044192590MaRDI QIDQ5965021

Publication date: 2 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1063994977

zbMATH Keywords

confidence intervals resampling linear models block bootstrap subsampling nonparametric estimation large sample inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

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Uses Software

bootstrap

Cites Work