Subseries Methods in Regression

DOI10.2307/2965569MaRDI QIDQ4366197zbMATH OpenOpenAlexFDO

Authors

Publication date 18 November 1997

Full work available at URL https://doi.org/10.2307/2965569

zbMATH Keywords

bias reductionbootstrapEdgeworth expansionresamplingsubsamplingtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Window Subsampling of Estimating Functions with Application to Regression Models
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Cited in

(8)

• Bootstrapping an inhomogeneous point process
• Subsample and half-sample methods
• Complete subset regressions
• A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
• Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data
• Law of large numbers for the subseries talues of a statistic from a stationary sequence
• On variance estimation in a negative binomial time series regression model
• scientific article; zbMATH DE number 1833979 (Why is no real title available?)

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