55 citations · 235 across the 17 of their papers we have counts for
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math.ST2014★ 10 cited
Convergence rates of empirical block length selectors for block bootstrap
Daniel J. Nordman, Soumendra N. Lahiri
We investigate the accuracy of two general non-parametric methods for estimating optimal block lengths for block bootstraps with time series - the first proposed in the seminal pap…
math.ST2014★ 9 cited
A nonstandard empirical likelihood for time series
Daniel J. Nordman, Helle Bunzel, Soumendra N. Lahiri
Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence reg…