On the moving block bootstrap under long range dependence
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- Ting Zhang & Hwai-Chung Ho & Martin Wendler & Wei Biao Wu, 2013. "Block Sampling under Strong Dependence," Papers 1312.5807, arXiv.org.
- Andrea Pallini, 2000. "Resampling configurations of points through coding schemes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 9(1), pages 159-182, January.
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- Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007.
"Empirical likelihood confidence intervals for the mean of a long-range dependent process,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(4), pages 576-599, July.
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- Franco, Glaura C. & Reisen, Valderio A., 2007. "Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 546-562.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Karl B. Gregory & Soumendra N. Lahiri & Daniel J. Nordman, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 442-461, May.
- Kim, Young Min & Nordman, Daniel J., 2013. "A frequency domain bootstrap for Whittle estimation under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 405-420.
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KeywordsBootstrap long-range dependence sample mean stationarity;
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