Subsampling for Weakly Dependent and Periodically Correlated Sequences

  • Elżbieta Gajecka-MirekEmail author
Part of the Lecture Notes in Mechanical Engineering book series (LNME)


In 1999 a new type of dependence in time series—weak dependence (see Dedecker et al. 2008) was introduced. This gives tools for the analysis of statistical procedures with very general data generating processes. One of such statistical procedures is subsampling. It can be used if statistical inference for dependent data based on asymptotic distributions is complicated or it fails. For independent data and stationary time series subsampling procedures are well investigated. Our research is focused on non-stationary—periodically correlated time series. In this chapter the subsampling consistency of self-normalized statistics for the generalization of the model introduced by McElroy and Politis (2007) is expanded.


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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Department of EconomicsState Higher Vocational SchoolNowy SaczPoland

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