Local block bootstrapAAA
Date
2002ISSN
1631-073XSource
Comptes Rendus MathematiqueVolume
335Issue
11Pages
959-962Google Scholar check
Metadata
Show full item recordAbstract
For time series that are not stationary, the block bootstrap method is not directly applicable. However, if the underlying stochastic structure is slowly changing with time, one may employ a local block-resampling procedure. We define such a procedure, and give an example of its applicability. © 2002 Académie des sciences/Éditions scientifiques et médicales Elsevier SAS.