Block bootstrap for periodic characteristics of periodically correlated time series
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DOI: 10.1080/10485252.2017.1404060
Abstract: ABSTRACT This research is dedicated to the study of periodic characteristics of periodically correlated time series such as seasonal means, seasonal variances and autocovariance functions. Two bootstrap methods are used: the extension of the usual… read more here.
Keywords: periodically correlated; periodic characteristics; characteristics periodically; bootstrap ... See more keywords