Subsampling confidence intervals for parameters of atmospheric time series: Block size choice and calibration
Ημερομηνία
2005Συγγραφέας
Gluhovsky, A.Zihlbauer, M.
Politis, Dimitris Nicolas
Source
Journal of Statistical Computation and SimulationVolume
75Issue
5Pages
381-389Google Scholar check
Keyword(s):
Metadata
Εμφάνιση πλήρους εγγραφήςΕπιτομή
Problems of practical implementation of the computer intensive subsampling methodology are addressed by Monte Carlo simulations of a situation typical for atmospheric time series. The motivating data were collected under Lake-Effect Snow Studies Project in the winter of 1983-1984 over Lake Michigan. Certain enhancements of subsampling methodology are suggested specifically on the issue of optimal block size choice. © 2005 Taylor & Francis Ltd.