Matched-Block Bootstrap for Dependent Data
نویسندگان
چکیده
منابع مشابه
Matched { Block Bootstrap for Dependent
SUMMARY. The block bootstrap for time series consists in randomly resampling blocks of consecutive values of the given data and aligning these blocks into a bootstrap sample. Here we suggest improving the performance of this method by aligning with higher likelihood those blocks which match at their ends. This is achieved by resampling the blocks according to a Markov chain whose transitions de...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 1998
ISSN: 1350-7265
DOI: 10.2307/3318719