On the moving block bootstrap under long range dependence
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References listed on IDEAS
- Cohen, Arthur & Sackrowitz, Harold B., 1989. "Two stage conditionally unbiased estimators of the selected mean," Statistics & Probability Letters, Elsevier, vol. 8(3), pages 273-278, August.
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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.
- Zhang, Ting & Ho, Hwai-Chung & Wendler, Martin & Wu, Wei Biao, 2013. "Block sampling under strong dependence," Stochastic Processes and their Applications, Elsevier, vol. 123(6), pages 2323-2339.
- Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
- 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, pages 576-599.
- Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Park, Daesu & Willemain, Thomas R., 1999. "The threshold bootstrap and threshold jackknife," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 187-202, August.
- Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
- 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.
- 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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