Optimal choice of bootstrap block length for periodically correlated time series

DOI10.3150/23-BEJ1683MaRDI QIDQ6565334zbMATH OpenFDO

Authors Patrice Bertail, Anna E. Dudek

Publication date 2 July 2024

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionspectral estimationperiodic time seriesbifrequency square

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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