Browsing by Subject "Variance estimation"

Now showing items 1-2 of 2

    • Article  

      Automatic Block-Length Selection for the Dependent Bootstrap 

      Politis, Dimitris Nicolas; White, H. (2004)
      We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, ...
    • Article  

      Tapered block bootstrap 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2001)
      We introduce and study tapered block bootstrap methodology that yields an improvement over the well-known block bootstrap for time series of Künsch (1989). The asymptotic validity and the favourable bias properties of the ...