Bootstrapping Time Series

Versione 1.0.0.0 (11,1 KB) da Enrique M. Quilis
Bootstrap resampling procedures adapted to (vector) time series data.
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Aggiornato 28 ott 2015

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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.

Cita come

Enrique M. Quilis (2024). Bootstrapping Time Series (https://www.mathworks.com/matlabcentral/fileexchange/53701-bootstrapping-time-series), MATLAB Central File Exchange. Recuperato .

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Creato con R2014a
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Versione Pubblicato Note della release
1.0.0.0