Statistical Science

The Impact of Bootstrap Methods on Time Series Analysis

Dimitris N. Politis

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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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Statist. Sci., Volume 18, Issue 2 (2003), 219-230.

First available in Project Euclid: 19 September 2003

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Block bootstrap confidence intervals linear models resampling large sample inference nonparametric estimation subsampling


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.

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