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Tapered block bootstrap

dc.contributor.authorPaparoditis Efstathios, E.en
dc.contributor.authorPolitis, Dimitris Nicolasen
dc.creatorPaparoditis Efstathios, E.en
dc.creatorPolitis, Dimitris Nicolasen
dc.date.accessioned2019-12-02T10:37:37Z
dc.date.available2019-12-02T10:37:37Z
dc.date.issued2001
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/57452
dc.description.abstractWe 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 tapered block bootstrap are shown. The important practical issues of optimally choosing the window shape and the block size are addressed in detail, while some finite-sample simulations are presented validating the good performance of the tapered block bootstrap. © 2001 Biometrika Trust.en
dc.sourceBiometrikaen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0043041551&partnerID=40&md5=984f0fcf7070b6af85441dd2f85992a1
dc.subjectBiasen
dc.subjectTime seriesen
dc.subjectSpectral density estimationen
dc.subjectResamplingen
dc.subjectSubsamplingen
dc.subjectConfidence intervalen
dc.subjectVariance estimationen
dc.titleTapered block bootstrapen
dc.typeinfo:eu-repo/semantics/article
dc.description.volume88
dc.description.issue4
dc.description.startingpage1105
dc.description.endingpage1119
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeArticleen
dc.description.notes<p>Cited By :56</p>en
dc.source.abbreviationBiometrikaen
dc.contributor.orcidPaparoditis Efstathios, E. [0000-0003-1958-781X]
dc.gnosis.orcid0000-0003-1958-781X


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