The local bootstrap for Markov processes

DOI10.1016/S0378-3758(02)00315-4MaRDI QIDQ1866238zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00315-4

zbMATH Keywords

linear statisticslocal bootstrapMarkov dependencenonlinear time seriesresamplingtime reversibility

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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