Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 12, Number 2 (2018), 3875-3907.
Generalized subsampling procedure for non-stationary time series
In this paper, we propose a generalization of the subsampling procedure for non-stationary time series. The proposed generalization is simply related to the usual subsampling procedure. We formulate the sufficient conditions for the consistency of such a generalization. These sufficient conditions are a generalization of those presented for the usual subsampling procedure for non-stationary time series. Finally, we demonstrate the consistency of the generalized subsampling procedure for the Fourier coefficient in mean expansion of Almost Periodically Correlated time series.
Electron. J. Statist., Volume 12, Number 2 (2018), 3875-3907.
Received: July 2017
First available in Project Euclid: 5 December 2018
Permanent link to this document
Digital Object Identifier
Zentralblatt MATH identifier
Lenart, Łukasz. Generalized subsampling procedure for non-stationary time series. Electron. J. Statist. 12 (2018), no. 2, 3875--3907. doi:10.1214/18-EJS1503. https://projecteuclid.org/euclid.ejs/1543979029