The Impact of Bootstrap Methods on Time Series Analysis
Dimitris N. Politis
Source: Statist. Sci. Volume 18, Issue 2
(2003), 219-230.
Abstract
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.
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Keywords: Block bootstrap; confidence intervals; linear models; resampling; large sample inference; nonparametric estimation; subsampling
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