The Stationary Bootstrap

This article introduces a resampling procedure called the stationary bootstrap as a means of calculating standard errors of estimators and constructing confidence regions for parameters based on weakly dependent stationary observations. Previously, a technique based on resampling blocks of consecuti...

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Veröffentlicht in:	Journal of the American Statistical Association 1994-12, Vol.89 (428), p.1303-1313
Hauptverfasser:	Politis, Dimitris N., Romano, Joseph P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximate confidence limit Approximation Bootstrap resampling Confidence interval Estimators Exact sciences and technology Mathematical theorems Mathematics Nonparametric inference Probability and statistics Sample mean Sampling Sampling distributions Sciences and techniques of general use Statistical methods Statistical variance Statistics Steepest descent method Theory and Methods Time Series
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