Periodically correlated time series and the Variable Bandpass Periodic Block Bootstrap
by Edward L. Valachovic
This research introduces a novel approach to resampling periodically correlated time series using bandpass filters for frequency separation called the Variable Bandpass Periodic Block Bootstrap and then examines the significant advantages of this new method. While bootstrapping allows estimation of a statistic’s sampling distribution by resampling the original data with replacement, and block bootstrapping is a model-free resampling strategy for correlated time series data... Читать дальше...
