Ekström, Magnus
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
Sammanfattning
Most of the proposed subsampling and resampling methods in the literature assume stationary data. In many empirical applications, however, the hypothesis of stationarity can easily be rejected. In this paper we demonstrate that moment and variance estimators based on the subsampling methodology can be employed also for di®erent types of nonstationarity data. Consistency of estimators are demonstrated under mild moment and mixing conditions. Rates of convergence are provided, giving guidance into the appropriate choice of subshape size. Results from a small simulation study on finite sample properties are also reported
Nyckelord
Subsampling; resampling; block bootstrap; nonstationary random field; spatial lattice data; mixing
Publicerad i
Research report (Centre of Biostochastics)
2005, volym: 2005, nummer: 7, sidor: 1-27
Utgivare: SLU
SLU författare
UKÄ forskningsämne
Jordbruksvetenskap
Permanent länk till denna sida (URI)
https://res.slu.se/id/publ/6847