Blok-bootstrap (Moving Block og Stationary)
Block bootstrap er en resamplingmetode for afhængige, autokorrelerede tidsseriedata: i stedet for at resample enkelte observationer, resamples den hele blokke af konsekutive observationer, således at den serielle korrelationsstruktur bevares. Moving block-varianten blev introduceret af Künsch (1989), og den stationære variant af Politis og Romano (1994).
Læs hele metoden
Log ind med en gratis konto for at læse dette afsnit.
Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI: 10.1214/aos/1176347265 ↗
- Politis, D. N., & Romano, J. P. (1994). The Stationary Bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313. DOI: 10.1080/01621459.1994.10476870 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 1). Block Bootstrap (Moving Block and Stationary Bootstrap). ScholarGate. https://scholargate.app/da/statistics/block-bootstrap
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Bootstrap-inferensStatistik↔ compare
- Jackknife ResamplingStatistik↔ compare
- Almindelig mindste kvadraters metode (OLS) regressionØkonometri↔ compare
- Permutationstest (Randomiseringstest)Statistik↔ compare
- KvantilregressionØkonometri↔ compare
Refereret af
Har du fundet en fejl på denne side? Indberet den eller foreslå en rettelse →