New block bootstrap methods: Sufficient and/or ordered

DOI10.1080/03610918.2015.1066808zbMATH Open1376.37122OpenAlexW2374044902MaRDI QIDQ4976584FDOQ4976584

Authors: Beste Hamiye Beyaztas, Esin Firuzan, Ufuk 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

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zbMATH Keywords

time seriessufficient bootstrapBlock bootstrap

Mathematics Subject Classification ID

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

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

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