Bootstrapping Time Series

버전 1.0.0.0 (11.1 KB) 작성자: Enrique M. Quilis
Bootstrap resampling procedures adapted to (vector) time series data.
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업데이트 날짜: 2015/10/28

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The procedures considered are: Overlapping Block Bootstrap (Künsch), Stationary Bootstrap (Politis-Romano) and Seasonal Block Bootstrap (Politis). If the block size equals one the iid Bootstrap (Efron) is applied. All the procedures deal with vector time series.

인용 양식

Enrique M. Quilis (2025). Bootstrapping Time Series (https://kr.mathworks.com/matlabcentral/fileexchange/53701-bootstrapping-time-series), MATLAB Central File Exchange. 검색 날짜: .

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