Bootstrap Methods for Markov Processes.
The block bootstrap is the best known bootstrap method for time-series data when the analyst does not have a parametric model that reduces the data generation process to simple random sampling. However, the errors made by the block bootstrap converge to zero only slightly faster than those made by f...
| Publicado en: | Econometrica Vol. 71; no. 4; pp. 1049 - 1083 |
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| Formato: | Artículo |
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Wiley-Blackwell
July 2003
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| Acceso en línea: | Ver este registro en EBSCOhost |