On the validity of resampling methods under long memory
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Publication:682284
DOI10.1214/16-AOS1524zbMath1395.62262arXiv1512.00819OpenAlexW2963645159MaRDI QIDQ682284
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
resamplinglong memorylong-range dependencesubsamplingcanonical correlationblock samplingsampling windownoncentral limit theorems
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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