On optimal block resampling for Gaussian-subordinated long-range dependent processes
Author:
Affiliation:
1. Department of Statistics, Iowa State University
2. Department of Mathematics and Statistics, Washington University in St. Louis
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference56 articles.
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3. Politis, D. N., Romano, J. P. and Wolf, M. (1999). Subsampling. Springer Series in Statistics. Springer, New York.
4. Carlstein, E. (1986). The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Statist. 14 1171–1179.
5. ANDERSON, T. W. and DARLING, D. A. (1952). Asymptotic theory of certain “goodness of fit” criteria based on stochastic processes. Ann. Math. Stat. 23 193–212.
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