New block bootstrap methods: Sufficient and/or ordered
From MaRDI portal
Publication:4976584
Recommendations
- A comparison of block bootstrap procedures
- Theoretical comparisons of block bootstrap methods
- Permutation bootstrap and the block maxima method
- the Block-Block Bootstrap: Improved Asymptotic Refinements
- Block bootstrap optimality and empirical block selection for sample quantiles with dependent data
- On blocking rules for the bootstrap with dependent data
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
Cited in
(5)- 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
- A block bootstrap comparison for sparse chains
- 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
This page was built for publication: New block bootstrap methods: Sufficient and/or ordered
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976584)