We study the robustness of block resampling procedures for time series. We first derive a set of formulas to … applications. This renders inference based on standard resampling methods useless already in simple estimation and testing settings …. To solve this problem, we introduce a robust fast resampling scheme that is applicable to a wide class of time series …

We study inference for the local innovations of It\^o semimartingales. Specifically, we construct a resampling …

data-intensive resampling methods, both can be runtime prohibitive when applied to large or even medium-sized data samples …