Open AccessSome properties of the autoregressive-aided block bootstrap
Author(s) -
Tobias Niebuhr,
JensPeter Kreiss,
Efstathios Paparoditis
Publication year - 2017
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/17-ejs1239
Subject(s) - autoregressive model , star model , mathematics , block (permutation group theory) , nonlinear autoregressive exogenous model , parametric statistics , setar , autoregressive–moving average model , series (stratigraphy) , white noise , nonparametric statistics , resampling , statistics , autoregressive integrated moving average , econometrics , time series , paleontology , geometry , biology