Subsampling methods for stochastic processes based on Poisson samples
Abstract
A stationary stochastic process [special characters omitted] is observed at instants [special characters omitted] a realization of Poisson process which is independent of X. Based on [special characters omitted] we address the question of nonparametric estimation of the asymptotic variance of [special characters omitted] where [special characters omitted] as [special characters omitted] A natural consistent estimate is given and moving blocks Jackknife approach and moving blocks bootstrap approach to the problem are also considered.
Degree
Ph.D.
Advisors
McCabe, Purdue University.
Subject Area
Statistics
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