Generalized seasonal tapered block bootstrap

Anna E. Dudek, Efstathios Paparoditis and Dimitris N. Politis

Statistics & Probability Letters, 2016, vol. 115, issue C, 27-35

Abstract: In this paper a new block bootstrap method for periodic time series called Generalized Seasonal Tapered Block Bootstrap (GSTBB) is introduced. Consistency of the GSTBB for parameters associated with periodically correlated time series is shown. Bootstrap confidence intervals are constructed.

Keywords: Autocovariance function; Seasonal means; Confidence intervals (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:115:y:2016:i:c:p:27-35

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DOI: 10.1016/j.spl.2016.03.022

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