作者：Wei, Keyao; Wang, Lengyang; Xia, Yingcun
作者单位：National University of Singapore; National Centre for Infectious Diseases Singapore
摘要：In practice, it is common for collected data to be underreported, an issue that is particularly prevalent in fields such as the social sciences, ecology and epidemiology. Drawing inferences from such data using conventional statistical methods can lead to incorrect conclusions. In this paper, we study tests for serial or cross dependence in time series data that are subject to underreporting. We introduce new test statistics, develop corresponding group-of-blocks bootstrap techniques and estab...
作者：McElroy, Tucker; Politis, Dimitris N.
作者单位：University of California System; University of California San Diego
摘要：Over the last 35 years, several bootstrap methods for time series have been proposed. Popular time domain methods include the block bootstrap, the stationary bootstrap, the linear process bootstrap, among others; subsampling for time series is also available, and is closely related to the block bootstrap. The frequency domain bootstrap has been performed either by resampling the periodogram ordinates or by resampling the ordinates of the discrete Fourier transform. The paper at hand proposes a...
