An overview of bootstrap methods for estimating and predicting in time series

Ricardo Cao ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, vol. 8, issue 1, 95-116

Keywords: Autoregressive processes; blockwise bootstrap; moving average processes; moving blocks bootstrap; resampling methods; stationary bootstrap; Primary 62G09; secondary 62G07; 62M10; 62M20; 60G25 (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1007/BF02595864

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