Add to ORKGThis article presents a simple bootstrap method for time series. The proposedmethod is model-free, and hence it enables us to avoid certain situations wherethe bootstrap samples may contain impossible values due to resampling from theresiduals. The method is easy to implement and can be applied to stationary andnonstationary time series. The simulation results and the application to real timeseries data show that the method works very well
Working Paper n.6-2006, Università degli Studi di Padova, Dipartimento di Scienze Statistiche
This article introduces a resampling procedure called the stationary bootstrap as a means of calcula...
In this work, are developed an experimental computer program in Matlab language version 7.1 from the...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The model-free bootstrap (MFB), first introduced in Politis [2013] followed by the monograph of Poli...
We construct bootstrap prediction intervals for linear autoregressions, nonlinear autoregressions, n...
A new bootstrap method combined with the stationary bootstrap of Politis and Romano (1994) and the c...
In this diploma thesis we explain the main principles and properties of bootstrap methods, that can ...
Includes bibliographical references (p. 19).Time series analysis is used in numerous fields. Time se...
ABSTRACT: The bootstrap method is an extensive computational approach, based on Monte Carlo simulati...
We study a bootstrap method which is based on the method of sieves. A linear process is approximated...
Two frequency domain bootstrap methods for weakly stationary time series will be proposed. The motiv...
This is the author accepted manuscript. The final version is available from Oxford University Press ...
Práce se vìnuje studiu variant metody bootstrap vhodných pro vy¹etøování vlastností autoregresních p...
Working Paper n.6-2006, Università degli Studi di Padova, Dipartimento di Scienze Statistiche
This article introduces a resampling procedure called the stationary bootstrap as a means of calcula...
In this work, are developed an experimental computer program in Matlab language version 7.1 from the...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The model-free bootstrap (MFB), first introduced in Politis [2013] followed by the monograph of Poli...
We construct bootstrap prediction intervals for linear autoregressions, nonlinear autoregressions, n...
A new bootstrap method combined with the stationary bootstrap of Politis and Romano (1994) and the c...
In this diploma thesis we explain the main principles and properties of bootstrap methods, that can ...
Includes bibliographical references (p. 19).Time series analysis is used in numerous fields. Time se...
ABSTRACT: The bootstrap method is an extensive computational approach, based on Monte Carlo simulati...
We study a bootstrap method which is based on the method of sieves. A linear process is approximated...
Two frequency domain bootstrap methods for weakly stationary time series will be proposed. The motiv...
This is the author accepted manuscript. The final version is available from Oxford University Press ...
Práce se vìnuje studiu variant metody bootstrap vhodných pro vy¹etøování vlastností autoregresních p...
Working Paper n.6-2006, Università degli Studi di Padova, Dipartimento di Scienze Statistiche
This article introduces a resampling procedure called the stationary bootstrap as a means of calcula...
In this work, are developed an experimental computer program in Matlab language version 7.1 from the...