Block Bootstrap for the Empirical Process of Long-Range Dependent Data

Journal of Time Series Analysis ◽

10.1111/jtsa.12256 ◽

2017 ◽

Vol 39 (1) ◽

pp. 28-53 ◽

Author(s):

Johannes Tewes

Keyword(s):

Empirical Process ◽

Dependent Data ◽

Block Bootstrap

Download Full-text

Weak convergence of the weighted sequential empirical process of some long-range dependent data

Statistics & Probability Letters ◽

10.1016/j.spl.2014.09.022 ◽

2015 ◽

Vol 96 ◽

pp. 170-179 ◽

Author(s):

Jannis Buchsteiner

Keyword(s):

Weak Convergence ◽

Empirical Process ◽

Download Full-text

Estimation of a Time-Varying Parameter from Long Range Dependent Data

SSRN Electronic Journal ◽

10.2139/ssrn.3653458 ◽

2020 ◽

Author(s):

Michael Tseng

Keyword(s):

Dependent Data ◽

Time Varying ◽

Time Varying Parameter

Download Full-text

Empirical Process Techniques for Dependent Data

Empirical Process Techniques for Dependent Data ◽

10.1007/978-1-4612-0099-4_1 ◽

2002 ◽

pp. 3-113 ◽

Author(s):

Herold Dehling ◽

Walter Philipp

Keyword(s):

Empirical Process ◽

Download Full-text

Miscellanea. Statistical analysis of incomplete long-range dependent data

10.1093/biomet/86.4.965 ◽

1999 ◽

Vol 86 (4) ◽

pp. 965-972 ◽

Author(s):

W Palma

Keyword(s):

Statistical Analysis ◽

Download Full-text

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Journal of Theoretical Probability ◽

10.1007/s10959-012-0450-3 ◽

2012 ◽

Vol 27 (1) ◽

pp. 249-277 ◽

Author(s):

Olivier Durieu ◽

Marco Tusche

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Empirical Process ◽

Download Full-text

The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics

The Annals of Statistics ◽

10.1214/aos/1176347394 ◽

1989 ◽

Vol 17 (4) ◽

pp. 1767-1783 ◽

Author(s):

Herold Dehling ◽

Murad S. Taqqu

Keyword(s):

Empirical Process ◽

Download Full-text

On the moving block bootstrap under long range dependence

Statistics & Probability Letters ◽

10.1016/0167-7152(93)90035-h ◽

1993 ◽

Vol 18 (5) ◽

pp. 405-413 ◽

Author(s):

S.N. Lahiri

Keyword(s):

Long Range Dependence ◽

Block Bootstrap ◽

Moving Block Bootstrap

Download Full-text

A correlation-based computational model for synthesizing long-range dependent data

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2003.09.002 ◽

2003 ◽

Vol 340 (6-7) ◽

pp. 503-514 ◽

Author(s):

Ming Li ◽

Chi-Hung Chi

Keyword(s):

Computational Model ◽

Download Full-text

Power of change-point tests for long-range dependent data

Electronic Journal of Statistics ◽

10.1214/17-ejs1283 ◽

2017 ◽

Vol 11 (1) ◽

pp. 2168-2198 ◽

Author(s):

Herold Dehling ◽

Aeneas Rooch ◽

Murad S. Taqqu

Keyword(s):

Change Point ◽

Download Full-text

Double block bootstrap confidence intervals for dependent data

10.1093/biomet/asp018 ◽

2009 ◽

Vol 96 (2) ◽

pp. 427-443 ◽

Author(s):

S. M. S. Lee ◽

P. Y. Lai

Keyword(s):

Confidence Intervals ◽

Dependent Data ◽

Block Bootstrap ◽

Bootstrap Confidence Intervals

Download Full-text