A self-normalized approach to confidence interval construction in time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 72, Issue 3, 2010, Pages 343-366

  Shao, Xiaofeng ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Block bootstrap; Confidence interval; Recursive estimate; Self normalization; Spectral mean

Indexed keywords

EID: 77954101691     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2009.00737.x     Document Type: Article

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