126 citations · 262 across the 32 of their papers we have counts for
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math.ST2012★ 3 cited
Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration
Xiaofeng Shao, Dimitris N. Politis
Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve…
math.ST2012★ 23 cited
Fixed-smoothing asymptotics for time series
Xianyang Zhang, Xiaofeng Shao
In this paper, we derive higher order Edgeworth expansions for the finite sample distributions of the subsampling-based t-statistic and the Wald statistic in the Gaussian location…