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Resampling time series using missing values techniques

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  • Andrés Alonso
  • Daniel Peña
  • Juan Romo

Abstract

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Suggested Citation

  • Andrés Alonso & Daniel Peña & Juan Romo, 2003. "Resampling time series using missing values techniques," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 765-796, December.
    • Handle: RePEc:spr:aistmt:v:55:y:2003:i:4:p:765-796
    DOI: 10.1007/BF02523392
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    References listed on IDEAS

    as
    1. Bovas Abraham & A. Thavaneswaran, 1991. "A nonlinear time series model and estimation of missing observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 493-504, September.
    2. Lahiri, S.N., 2002. "On The Jackknife-After-Bootstrap Method For Dependent Data And Its Consistency Properties," Econometric Theory, Cambridge University Press, vol. 18(1), pages 79-98, February.
    3. Pena, Daniel, 1990. "Influential Observations in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 235-241, April.
    4. Shao, Qi-Man & Yu, Hao, 1993. "Bootstrapping the sample means for stationary mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 48(1), pages 175-190, October.
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    Cited by:

    1. Andrés Alonso & Daniel Peña & Juan Romo, 2006. "Introducing model uncertainty by moving blocks bootstrap," Statistical Papers, Springer, vol. 47(2), pages 167-179, March.

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