Möhring, Rüdiger Das Bootstrap-Verfahren bei Parameterschätzern in long memory Zeitreihenmodellen. (The bootstrap procedure for parameter estimation in long memory time series models). (German) Zbl 0744.62127 Hamburg: Univ. Hamburg, Fachbereich Mathematik, 105 S. (1991). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{R. Möhring}, Das Bootstrap-Verfahren bei Parameterschätzern in long memory Zeitreihenmodellen. (The bootstrap procedure for parameter estimation in long memory time series models). Hamburg: Univ. Hamburg, Fachbereich Mathematik (1991; Zbl 0744.62127)
Lahiri, Soumendra Nath Second order optimality of stationary bootstrap. (English) Zbl 0722.62016 Stat. Probab. Lett. 11, No. 4, 335-341 (1991). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Stat. Probab. Lett. 11, No. 4, 335--341 (1991; Zbl 0722.62016) Full Text: DOI
Künsch, Hans R. Dependence among observations: Consequences and methods to deal with it. (English) Zbl 0735.62089 Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 131-140 (1991). Reviewer: H.Büning MSC: 62M10 62F35 62F12 62M09 PDFBibTeX XMLCite \textit{H. R. Künsch}, in: Bias robust estimation of autoregression parameters. . 131--140 (1991; Zbl 0735.62089)