Resampling methods for nonstationary stochastic processes

Project Information

ResMet

Grant agreement ID: 655394

DOI 10.3030/655394

Project closed

EC signature date 5 May 2015

Start date 1 October 2015

End date 30 September 2017

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost € 173 076,00

EU contribution € 173 076,00

Coordinated by

UNIVERSITE RENNES II
France

Publications

Peer reviewed articles (7)

Bootstrap for almost cyclostationary processes with jitter effect

Author(s): D. Dehay, A.E. Dudek and M. Elbadaoui
Published in: Digital Signal Processing, 2018, ISSN 1051-2004
Publisher: Academic Press

Subsampling for nonstationary time series with non-zero mean function

Author(s): Anna E. Dudek, Łukasz Lenart
Published in: Statistics & Probability Letters, Issue 129, 2017, Page(s) 252-259, ISSN 0167-7152
Publisher: Elsevier BV
DOI: 10.1016/j.spl.2017.06.002

Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes

Author(s): Dominique Dehay, Anna E. Dudek
Published in: Electronic Journal of Statistics, Issue 11/1, 2017, Page(s) 99-147, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/17-EJS1225

First and second order analysis for periodic random arrays using block bootstrap methods

Author(s): Anna E. Dudek
Published in: Electronic Journal of Statistics, Issue 10/2, 2016, Page(s) 2561-2583, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/16-EJS1182

Generalized seasonal tapered block bootstrap

Author(s): Anna E. Dudek, Efstathios Paparoditis, Dimitris N. Politis
Published in: Statistics & Probability Letters, Issue 115, 2016, Page(s) 27-35, ISSN 0167-7152
Publisher: Elsevier BV
DOI: 10.1016/j.spl.2016.03.022

Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients

Author(s): Anna E. Dudek, Harry Hurd, Wioletta Wójtowicz
Published in: Wiley Interdisciplinary Reviews: Computational Statistics, Issue 8/3, 2016, Page(s) 130-149, ISSN 1939-5108
Publisher: John Wiley & Sons Inc.
DOI: 10.1002/wics.1380

Block bootstrap for periodic characteristics of periodically correlated time series

Author(s): Anna E. Dudek
Published in: Journal of Nonparametric Statistics, 2018, ISSN 1048-5252
Publisher: Taylor & Francis

Other (1)

Simulation study of bootstrap confidence intervals for the coefficients of the autocovariance function of PC time series

Author(s): A.E. Dudek. and P. Potorski
Published in: 2018
Publisher: paper under review