Abstract
In this paper, we propose a generalization of the subsampling procedure for non-stationary time series. The proposed generalization is simply related to the usual subsampling procedure. We formulate the sufficient conditions for the consistency of such a generalization. These sufficient conditions are a generalization of those presented for the usual subsampling procedure for non-stationary time series. Finally, we demonstrate the consistency of the generalized subsampling procedure for the Fourier coefficient in mean expansion of Almost Periodically Correlated time series.
Citation
Łukasz Lenart. "Generalized subsampling procedure for non-stationary time series." Electron. J. Statist. 12 (2) 3875 - 3907, 2018. https://doi.org/10.1214/18-EJS1503
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