Electronic Journal of Statistics

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

Anna E. Dudek

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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
Received: January 2016
First available in Project Euclid: 9 September 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1473431414

Digital Object Identifier
doi:10.1214/16-EJS1182

Subjects
Primary: 62G09: Resampling methods 62M10: Time series, auto-correlation, regression, etc. [See also 91B84] 94A12: Signal theory (characterization, reconstruction, filtering, etc.) 62P30: Applications in engineering and industry 94A13: Detection theory

Keywords
Block bootstrap consistency Fourier coefficients of mean and autocovariance functions periodic triangular array

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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