Summary Modern survey sampling methods generally deal with improving estimators with respect to available prior information. An increasingly important source of prior information is data from registers. In some countries, e.g. Canada, The Netherlands, and the Scandinavian countries, personal...

In this paper, an estimation of the Gaussian noise variance based on observed (measured) maximums of subsets of samples is given. Circumstances of the measurement environment being limited, only maximums of subsets of samples are available and the non-constant variance of the Gaussian noise can...

We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, Ann. Statist. 27:386-404] comparing the different methods and give a...

Modern survey sampling methods generally deal with improving estimators with respect to available prior information. An increasingly important source of prior information is data from registers. In some countries, e.g. Canada, The Netherlands, and the Scandinavian countries, personal...

Tests for stationarity are routinely applied to highly persistent time series. Following Kwiatkowski, Phillips, Schmidt and Shin (1992), standard stationarity employs a rescaling by an estimator of the long-run variance of the (potentially) stationary series. This paper analytically investigates...