Browsing by Subject "Resampling methods"

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    • Article  

      Nonparametric resampling for homogeneous strong mixing random fields 

      Politis, Dimitris Nicolas; Romano, J. P. (1993)
      Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that ...
    • Article  

      Subsampling the distribution of diverging statistics with applications to finance 

      Bertail, Patrice; Haefke, C.; Politis, Dimitris Nicolas; White, H. (2004)
      In this paper we propose a subsampling estimator for the distribution of statistics diverging at either known or unknown rates when the underlying time series is strictly stationary and strong mixing. Based on our results ...