Locally stationary processes and the local block bootstrap

被引：6

作者：

Dowla, A ^{[1
]}

Paparoditis, E ^{[1
]}

Politis, DN ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA

来源：

RECENT ADVANCES AND TRENDS IN NONPARAMETRIC STATISTICS | 2003年

关键词：

D O I：

10.1016/B978-044451378-6/50029-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For time series that, are not. stationary, the block bootstrap of Kunsch (1989) is not directly applicable. However, if the underlying stochastic structure is slowly changing with time, one may employ the local block bootstrap of Paparoditis and Politis (2002). We describe the local block bootstrap procedure, and show its consistency in an interesting example of a locally stationary process.

引用

页码：437 / 444

页数：8

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