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- W2003459904 abstract "There are two main approaches to subsampling/resampling for dependent data: model based and model free. In the former, the dependence structure is modelled in terms of a few unknown parameters and independent errors. In the latter, the observed series is divided into blocks, and these blocks are used to capture the dependence in the original series. It is reasonable to assume that the model-based approach is superior under the correct model and inferior under misspecification of the correct model. We formalize this tradeoff between efficiency and robustness and examine how it plays out in the autoregressive-moving average class of models." @default.
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- W2003459904 date "1998-11-01" @default.
- W2003459904 modified "2023-09-26" @default.
- W2003459904 title "Efficiency and robustness in subsampling for dependent data" @default.
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- W2003459904 doi "https://doi.org/10.1016/s0378-3758(98)00123-2" @default.
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