Záznam dôkazov metódy

Block Bootstrap

Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994).

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Block Bootstrap (Moving Block and Stationary Bootstrap)

Taxonomický záznam metódy · regression-model / statistics

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