Szczegóły publikacji
Opis bibliograficzny
Some results on the subsampling for ${\varphi}$-mixing periodically strictly stationary time series / Rafał SYNOWIECKI // Probability and Mathematical Statistics ; ISSN 0208-4147. — 2007 — vol. 27 fasc. 2, s. 247–260. — Bibliogr. s. 260, Abstr.
Autor
Słowa kluczowe
Dane bibliometryczne
| ID BaDAP | 37072 |
|---|---|
| Data dodania do BaDAP | 2008-02-05 |
| Tekst źródłowy | URL |
| Rok publikacji | 2007 |
| Typ publikacji | artykuł w czasopiśmie |
| Otwarty dostęp |  |
| Czasopismo/seria | Probability and Mathematical Statistics |
Abstract
The article deals with the special subclass of cp-mixing periodically correlated (PC) time series and the estimation of autocovariance through Fourier coefficients. The aim is to investigate whether the subsampling of the autocovariance estimator is consistent. It is shown that the consistency holds for frequencies A = 0 and A = n. Theoretical reasoning is supplemented with a simulation study.
