Journal article 1195 views
A simple bootstrap method for time serie
Yuzhi Cai 
,
Neville Davies
,
Neville Davies
Communications in Statistics – Simulation and Computation, Volume: 41, Pages: 621 - 631
Swansea University Author:
Yuzhi Cai
Abstract
This article presents a simple bootstrap method for time series. The proposedmethod is model-free, and hence it enables us to avoid certain situations wherethe bootstrap samples may contain impossible values due to resampling from theresiduals. The method is easy to implement and can be applied to s...
| Published in: | Communications in Statistics – Simulation and Computation |
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| Published: |
2012
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa11972 |
| Tags: |
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| Abstract: |
This article presents a simple bootstrap method for time series. The proposedmethod is model-free, and hence it enables us to avoid certain situations wherethe bootstrap samples may contain impossible values due to resampling from theresiduals. The method is easy to implement and can be applied to stationary andnonstationary time series. The simulation results and the application to real timeseries data show that the method works very well. |
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| Keywords: |
Model-free bootstrap; Run process; Simulation study; Time series |
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
621 |
| End Page: |
631 |