Simulation output analysis using the threshold bootstrap

DOI10.1016/S0377-2217(00)00209-5zbMath0997.62069OpenAlexW2000568856WikidataQ127939794 ScholiaQ127939794MaRDI QIDQ5945196

Thomas R. Willemain, Dae S. Park, Yun-Bum Kim, Key I. Shin

Publication date: 18 March 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00209-5

zbMATH Keywords

bootstraptime seriessimulaton

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items

A Simple Bootstrap Method for Time Series

Uses Software

• bootstrap
• bootlib

Cites Work

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