A note on stationary bootstrap variance estimator under long-range dependence

Business & Economics

• Long-range Dependence 100%
• Stationary Bootstrap 82%
• Bootstrap Method 39%
• Estimator 36%
• Bootstrap Inference 12%
• Block Bootstrap 11%
• Confidence Region 11%
• Asymptotic Properties 9%
• Standard Error 8%
• Stationarity 8%
• Overlapping 8%
• Simulation 7%

Mathematics

• Long-range Dependence 58%
• Variance Estimator 52%
• Bootstrap 43%
• Bootstrap Method 29%
• Sample mean 14%
• Block Bootstrap 9%
• Range of data 8%
• Block Method 8%
• Confidence Region 7%
• Stationarity 7%
• Overlapping 6%
• Standard error 6%
• Asymptotic Properties 5%