On the validity of resampling methods under long memory

DOI10.1214/16-AOS1524zbMath1395.62262arXiv1512.00819OpenAlexW2963645159MaRDI QIDQ682284

Shuyang Bai, Murad S. Taqqu

Publication date: 14 February 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.00819

zbMATH Keywords

resamplinglong memorylong-range dependencesubsamplingcanonical correlationblock samplingsampling windownoncentral limit theorems

Mathematics Subject Classification ID

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

Related Items (5)

A unified approach to self-normalized block sampling ⋮ Rank-based change-point analysis for long-range dependent time series ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ How the instability of ranks under long memory affects large-sample inference ⋮ On optimal block resampling for Gaussian-subordinated long-range dependent processes

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