| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152553 | Statistics & Probability Letters | 2016 | 9 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Anna E. Dudek, Efstathios Paparoditis, Dimitris N. Politis,