Generalized seasonal tapered block bootstrap

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• 作者：Anna E. Dudek^a ; ^b ; ^{aedudek@agh.edu.pl" class="auth_mail" title="E-mail the corresponding author} ; Efstathios Paparoditis^c ; Dimitris N. Politis^d
• 关键词：62G09 ; 62M10
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：August 2016
• 年：2016
• 卷：115
• 期：Complete
• 页码：27-35
• 全文大小：424 K

文摘

In this paper a new block bootstrap method for periodic time series called Generalized Seasonal Tapered Block Bootstrap (GSTBB) is introduced. Consistency of the GSTBB for parameters associated with periodically correlated time series is shown. Bootstrap confidence intervals are constructed.