Ekström, Magnus
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
Sammanfattning
Most 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 talk, it is demonstrated that variance estimators based on the subsampling methodology can be employed for different types of nonstationarity data, and the estimators are shown to be consistent under mild moment and mixing conditions. Results from a small simulation study on finite sample properties are provided, and an example with applications to forestry, using satellite data, is discussed
Konferens
Exploring Stochastics
SLU författare
UKÄ forskningsämne
Sannolikhetsteori och statistik
Permanent länk till denna sida (URI)
https://res.slu.se/id/publ/21578