On construction of confidence intervals for a mean of dependent data
Discussiones Mathematicae Probability and Statistics (2001)
- Volume: 21, Issue: 2, page 121-147
- ISSN: 1509-9423
Access Full Article
topAbstract
topHow to cite
topReferences
top- [1] J. Beran, Statistics for Long-Memory Processes, Chapman and Hall, New York 1994. Zbl0869.60045
- [2] G. Box and G. Jenkins, Time Series Analysis, Holden Day 1976. Zbl0363.62069
- [3] P. Brockwell and R. Davis, Time Series: Theory and Methods, 6th edition, Springer 1998. Zbl0604.62083
- [4] J. Ćwik, J. Koronacki and J. Mielniczuk, Testing for a difference between conditional variance functions of nonlinear time series, Control and Cybernetics 29 (2000), 33-50. Zbl1004.62072
- [5] E. Carlstein, The use of subseries methods for estimating the variance of a general statistics from a stationary time series, Ann. Statist 14 (1986), 1171-1179. Zbl0602.62029
- [6] S. Csörgo, and J. Mielniczuk, Close short-range dependent sums and regression estimation, Acta. Sci. Math. (Szeged) 60 (1995), 177-196. Zbl0852.62036
- [7] A. Davison and P. Hall, On studentizing and blocking methods for implementing the bootstrap with dependent data, Austr. J. Statist. 35 (1992), 215-224. Zbl0791.62045
- [8] P. Diaconis and D. Freedman, Iterated random functions, SIAM Review 41 (1999), 41-76.
- [9] P. Hall and B. Jing, On sample reuse methods for dependent data, J. R. Statist. Soc. B (1996), 727-737. Zbl0860.62037
- [10] H.C. Ho and T. Hsing, Limit theorems for functionals of moving averages, Ann. Probab. 25 (1997), 1636-1669. Zbl0903.60018
- [11] H. Künsch, The jacknife and the bootstrap for general stationary observations, Ann. Statist. 17 (1989), 1217-1241. Zbl0684.62035
- [12] Politis and Romano, Large sample confidence regions based on subsamples under minimal asuumptions, Ann. Statist. 22 (1994), 2031-2050. Zbl0828.62044
- [13] M. Rosenblatt, Stationary Sequences and Random Fields, Birkhäuser, Boston 1985. Zbl0597.62095
- [14] J. Shao and D. Tu, The Jacknife and Bootstrap, Springer 1995.
- [15] K. Singh, On the asymptotic accuracy of Efron's bootstrap, Ann. Statist. 9 (1981), 1187-1195. Zbl0494.62048
- [16] W.B. Wu, Studies in time series and random dynamics, Ph. D. thesis, University of Michigan 2001.