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A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation
In 1989 Kunsch introduced a modified bootstrap and jackknife for a statistic which is used to estimate a parameter of the $m$-dimensional joint distribution of stationary and $\alpha$-mixing observations. The modification amounts to resampling whole blocks of consecutive observations, or deleting whole blocks one at a time. Liu and Singh …