Block bootstrap for periodic characteristics of periodically correlated time series
نویسندگان
چکیده
منابع مشابه
Block bootstrap for periodic characteristics of periodically correlated time series
This research is dedicated to the study of periodic characteristics of periodically correlated time series such as seasonal means, seasonal variances and autocovariance functions. Two bootstrap methods are used: the extension of the usual Moving Block Bootstrap (EMBB) and the Generalized Seasonal Block Bootstrap (GSBB). The first approach is proposed, because the usual MBB does not preserve the...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2017
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485252.2017.1404060