Bootstrap schemes for time series (in Russian)
AbstractWe review and compare block, sieve and local bootstraps for time series and thereby illuminate theoretical aspects of the procedures as well as their performance on finite-sample data. Our view is selective with the intention of providing a new and fair picture of some particular aspects of bootstrapping time series. The generality of the block bootstrap is contrasted with the sieve bootstrap. We discuss implementational advantages and disadvantages, and argue that the sieve often outperforms the block method. Local bootstraps, designed for nonparametric smoothing problems, are easy to use and implement but exhibit in some cases low performance.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Quantile in its journal Quantile.
Volume (Year): (2007)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://quantile.ru/
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stanislav Anatolyev).
If references are entirely missing, you can add them using this form.