The local bootstrap for Markov processes
نویسندگان
چکیده
منابع مشابه
The Local Bootstrap for Markov processes
A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations reproducing automatically its dependence properties. It avoids an initial nonparametric estimation of process characteristics in order to generate the pseudo-time series and t...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2002
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(02)00315-4