Generalized Seasonal Tapered Block Bootstrap
نویسندگان
چکیده
In this paper a new block bootstrap method for periodic times series called Generalized Seasonal Tapered Block Bootstrap (GSTBB) is introduced. Consistency of the GSTBB for parameters associated with periodically correlated time series is shown; these are the overall mean, seasonal means and Fourier coefficients of the autocovariance function. Consequently, the construction of bootstrap pointwise and simultaneous confidence intervals for such parameters is possible. A simulation data example is also presented.
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