Paparoditis, Efstahios and Politis, Dimitris N
Tapered block bootstrap for general statistics from stationary sequences
J5039 2002
- 2002
- 131-148 V. 05 Issue. 1
Econometrics
Asymptotic Bias;Confidence intervals;Differentiable statistics resampling;Spectral density estimation;Subsampling;Time Series;Variance estimation;