- Statist. Sci.
- Volume 18, Issue 2 (2003), 219-230.
The Impact of Bootstrap Methods on Time Series Analysis
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.
Statist. Sci., Volume 18, Issue 2 (2003), 219-230.
First available in Project Euclid: 19 September 2003
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Politis, Dimitris N. The Impact of Bootstrap Methods on Time Series Analysis. Statist. Sci. 18 (2003), no. 2, 219--230. doi:10.1214/ss/1063994977. https://projecteuclid.org/euclid.ss/1063994977