Bootstrapping Time Series
版本 1.0.0.0 (11.1 KB) 作者:
Enrique M. Quilis
Bootstrap resampling procedures adapted to (vector) time series data.
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.
引用格式
Enrique M. Quilis (2024). Bootstrapping Time Series (https://www.mathworks.com/matlabcentral/fileexchange/53701-bootstrapping-time-series), MATLAB Central File Exchange. 检索来源 .
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1.0.0.0 |