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New block bootstrap methods: Sufficient and/or ordered

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Publication:4976584
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DOI10.1080/03610918.2015.1066808zbMath1376.37122OpenAlexW2374044902MaRDI QIDQ4976584

Esin Firuzan, Ufuk Beyaztas, Beste Hamiye Beyaztas

Publication date: 31 July 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1066808


zbMATH Keywords

time seriessufficient bootstrapBlock bootstrap


Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series analysis of dynamical systems (37M10) Prediction theory (aspects of stochastic processes) (60G25)


Related Items (4)

Construction of multi-step forecast regions of VAR processes using ordered block bootstrap ⋮ Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series ⋮ New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates ⋮ Stable channel flow with spanwise heterogeneous surface temperature







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