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blocklength

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Software:113795
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CRANblocklengthMaRDI QIDQ113795FDOQ113795

Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)

Alec Stashevsky

Last update: 2 March 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.5


Cites work

  • Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
  • On blocking rules for the bootstrap with dependent data
  • Automatic Block-Length Selection for the Dependent Bootstrap




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