The tapered block bootstrap for general statistics from stationary sequences

DOI10.1111/1368-423X.T01-1-00077MaRDI QIDQ4551774zbMATH OpenFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 5 May 2003

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423X.T01-1-00077

zbMATH Keywords

asymptotic biasconfidence intervalsdifferentiable statistics resamplingspectral density estimationsubsamplingtime seriesvariance estimation

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) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
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• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(28)

• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
• Tapered block bootstrap for unit root testing
• Relevant states and memory in Markov chain bootstrapping and simulation
• On optimal block resampling for Gaussian-subordinated long-range dependent processes
• Autoregressive wild bootstrap inference for nonparametric trends
• Inference for local distributions at high sampling frequencies: a bootstrap approach
• Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
• Hybrid bootstrap aided unit root testing
• Tapered block bootstrap
• Improved generalized method of moments estimators for weakly dependent observations
• Generalized seasonal tapered block bootstrap
• Extended tapered block bootstrap
• Analysis of tidal data via the blockwise bootstrap
• Automatic Block-Length Selection for the Dependent Bootstrap
• Block Bootstraps for Time Series With Fixed Regressors
• Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
• Bootstrap order selection for SETAR models
• A smooth block bootstrap for statistical functionals and time series
• Moving block bootstrap for analyzing longitudinal data
• the Block-Block Bootstrap: Improved Asymptotic Refinements
• The impact of bootstrap methods on time series analysis
• Discussion on: ``Bootstrap methods for dependent data: a review
• A WILD BOOTSTRAP FOR DEPENDENT DATA
• Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
• Wiener-type integral approximation for sampling distributions of irregularly spaced spatial data
• Bootstrap methods for dependent data: a review

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