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Bootstrap Methods for the Estimation of the Variance of Partial Sums

Stancescu, Daniel O.
http://rave.ohiolink.edu/etdc/view?acc_num=ucin998055058

Abstract Details

2001, PhD, University of Cincinnati, Arts and Sciences : Mathematics.
Given a stationary sequence of random variables with long range dependence, we introduce an estimator for the variance of the partial sums, based on a resampling procedure, called the circular block bootstrap method. The properties, the consistency and the Central Limit Theorem for this estimator are studied in this paper, and some simulation results are also presented.
Magda Peligrad (Advisor)
Mathematics; Statistics
BOOTSTRAP; VARIANCE OF PARTIAL SUMS; LONG RANGE DEPENDENCE; MIXING SEQUENCES; ASSOCIATED SEQUENCES

Recommended Citations

Citations

  • Stancescu, D. O. (2001). Bootstrap Methods for the Estimation of the Variance of Partial Sums [Doctoral dissertation, University of Cincinnati]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ucin998055058

    APA Style (7th edition)

  • Stancescu, Daniel. Bootstrap Methods for the Estimation of the Variance of Partial Sums. 2001. University of Cincinnati, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=ucin998055058.

    MLA Style (8th edition)

  • Stancescu, Daniel. "Bootstrap Methods for the Estimation of the Variance of Partial Sums." Doctoral dissertation, University of Cincinnati, 2001. http://rave.ohiolink.edu/etdc/view?acc_num=ucin998055058

    Chicago Manual of Style (17th edition)

ucin998055058
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© 2001, all rights reserved.
This open access ETD is published by University of Cincinnati and OhioLINK.