Authors:
Johannes Tewes
Dimitris N. Politis
Daniel J. Nordman
Citation: Johannes Tewes et al., Convolved subsampling estimation with applications to block bootstrap, Annals of statistics , 47(1), 2019, pp. 468-496
Citation: Carsten Jentsch et Dimitris N. Politis, COVARIANCE MATRIX ESTIMATION AND LINEAR PROCESS BOOTSTRAP FOR MULTIVARIATE TIME SERIES OF POSSIBLY INCREASING DIMENSION, Annals of statistics , 43(3), 2015, pp. 1117-1140