We study the robustness of block resampling procedures for time series. We first derive a setof formulas to quantify … ren-der inferences based on standard resampling methods useless already in simple estimation andtesting settings. To solve … this problem, we introduce a robust fast resampling scheme that isapplicable to a wide class of time series settings.[...] …

Resampling methods such as the bootstrap are routinely used to estimate the finite-sample null distributions of a range …