Electronic Journal of Statistics

First and second order analysis for periodic random arrays using block bootstrap methods

Anna E. Dudek

Abstract

In the paper row-wise periodically correlated triangular arrays are considered. The period length is assumed to grow in time. The Fourier decomposition of the mean and autocovariance functions for each row of the matrix is presented. To construct bootstrap estimators of the Fourier coefficients two block bootstrap techniques are used. These are the circular version of the Generalized Seasonal Block Bootstrap and the Circular Block Bootstrap. Consistency results for both methods are presented. Bootstrap-t equal-tailed confidence intervals for parameters of interest are constructed. Results are illustrated by an example based on simulated data.

Article information

Source
Electron. J. Statist. Volume 10, Number 2 (2016), 2561-2583.

Dates
First available in Project Euclid: 9 September 2016

https://projecteuclid.org/euclid.ejs/1473431414

Digital Object Identifier
doi:10.1214/16-EJS1182

Citation

Dudek, Anna E. First and second order analysis for periodic random arrays using block bootstrap methods. Electron. J. Statist. 10 (2016), no. 2, 2561--2583. doi:10.1214/16-EJS1182. https://projecteuclid.org/euclid.ejs/1473431414

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