Resampling methods for time series level crossings

DOI10.1080/03610926.2011.643852MaRDI QIDQ2873926zbMATH OpenOpenAlexFDO

Authors Jacek Leśkow, Mariola Molenda

Publication date 28 January 2014

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.643852

zbMATH Keywords

bootstrap methodsconsistency of estimatorsmoving block bootstrapsubsamplingzero crossing ratezero crossings

Mathematics Subject Classification ID

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

Recommendations

• A simple bootstrap method for time series
• Robustness of Zero Crossing Estimator
• The Stationary Bootstrap
• The threshold bootstrap and threshold jackknife
• An alternative bootstrap to moving blocks for time series regression models

Cites work

• A useful theorem for nonlinear devices having Gaussian inputs
• Approximation Theorems of Mathematical Statistics
• Bootstraps for time series
• scientific article; zbMATH DE number 481960 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 724468 (Why is no real title available?)
• scientific article; zbMATH DE number 2144497 (Why is no real title available?)
• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
• On blocking rules for the bootstrap with dependent data
• Subsampling in testing autocovariance for periodically correlated time series
• The bootstrap and Edgeworth expansion

Cited in

(3)

• Detection of periodic autocorrelation in time series data via zero-crossings
• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
• Data resampling: An approach for improving characterization of complex dynamics from noisy interspike intervals

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