dc.contributor.author | Paparoditis Efstathios, E. | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Paparoditis Efstathios, E. | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:37:37Z | |
dc.date.available | 2019-12-02T10:37:37Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57452 | |
dc.description.abstract | 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 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.source | Biometrika | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0043041551&partnerID=40&md5=984f0fcf7070b6af85441dd2f85992a1 | |
dc.subject | Bias | en |
dc.subject | Time series | en |
dc.subject | Spectral density estimation | en |
dc.subject | Resampling | en |
dc.subject | Subsampling | en |
dc.subject | Confidence interval | en |
dc.subject | Variance estimation | en |
dc.title | Tapered block bootstrap | en |
dc.type | info:eu-repo/semantics/article | |
dc.description.volume | 88 | |
dc.description.issue | 4 | |
dc.description.startingpage | 1105 | |
dc.description.endingpage | 1119 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :56</p> | en |
dc.source.abbreviation | Biometrika | en |
dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
dc.gnosis.orcid | 0000-0003-1958-781X | |