مرکز منطقه ای اطلاع رساني علوم و فناوري - Block length selection in the bootstrap for time series

Title of article :

Block length selection in the bootstrap for time series

Author/Authors :

Peter Bühlmann، نويسنده , , Hans R. Künsch، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

295

To page :

310

Keywords :

Blockwise bootstrap , Estimation of standard errors , Inuence function , Spectral estimation , Local bandwidth , Iterative plug-in method

Journal title :

Computational Statistics and Data Analysis

Serial Year :

1999

Journal title :

Computational Statistics and Data Analysis

Record number :

153776

Link To Document :