The Impact of Bootstrap Methods on Time Series Analysis
Politis, Dimitris N.
Statist. Sci., Tome 18 (2003) no. 1, p. 219-230 / Harvested from Project Euclid
Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research on bootstrap methods for independent data--mainly i.i.d. or regression set-ups. By contrast, in the 1990s much research was directed towards resampling dependent data, for example, time series and random fields. Consequently, the availability of valid nonparametric inference procedures based on resampling and/or subsampling has freed practitioners from the necessity of resorting to simplifying assumptions such as normality or linearity that may be misleading.
Publié le : 2003-05-14
Classification:  Block bootstrap,  confidence intervals,  linear models,  resampling,  large sample inference,  nonparametric estimation,  subsampling
@article{1063994977,
     author = {Politis, Dimitris N.},
     title = {The Impact of Bootstrap Methods on Time Series Analysis},
     journal = {Statist. Sci.},
     volume = {18},
     number = {1},
     year = {2003},
     pages = { 219-230},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1063994977}
}
Politis, Dimitris N. The Impact of Bootstrap Methods on Time Series Analysis. Statist. Sci., Tome 18 (2003) no. 1, pp.  219-230. http://gdmltest.u-ga.fr/item/1063994977/