Second-order properties of the convolved subsampling method for time series

DOI10.1111/JTSA.70017MaRDI QIDQ6877935zbMATH OpenFDO

Authors Sayan Kumar Das, Todd A. Kuffner, Soumendra N. Lahiri, Daniel J. Nordman

Publication date 7 January 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.70017

zbMATH Keywords

block bootstrapEdgeworth expansionsubsampling

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes (62Mxx)

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Cited in

(1)

• Localized least squares estimation for STGARCH(p,q) model

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