no. 11
Local block bootstrap
[Bloc re-échantillonnage local]
Paparoditis, Efstathios1 ; Politis, Dimitris N.2
1 Department of Mathematics and Statistics, University of Cyprus, PO Box 20537, Nicosia, Cyprus
2 Department of Mathematics, University of California–San Diego, La Jolla, CA 92093-0112, USA
Comptes Rendus. Mathématique, Tome 335 (2002) no. 11, pp. 959-962

For time series that are not stationary, the block bootstrap method is not directly applicable. However, if the underlying stochastic structure is slowly changing with time, one may employ a local block-resampling procedure. We define such a procedure, and give an example of its applicability.

Pour les séries chronologiques qui ne sont pas stationnaires, la méthode de bloc re-échantillonnage n'est pas directement applicable. Cependant, si la structure stochastique fondamentale change lentement, on peut utiliser une méthode de bloc re-échantillonnage local. Nous définissons une telle procédure et donnons un exemple de son applicabilité.

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Révisé le :
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DOI : 10.1016/S1631-073X(02)02578-5

Paparoditis, Efstathios 1 ; Politis, Dimitris N. 2

1 Department of Mathematics and Statistics, University of Cyprus, PO Box 20537, Nicosia, Cyprus
2 Department of Mathematics, University of California–San Diego, La Jolla, CA 92093-0112, USA 
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Paparoditis, Efstathios; Politis, Dimitris N. Local block bootstrap. Comptes Rendus. Mathématique, Tome 335 (2002) no. 11, pp. 959-962. doi: 10.1016/S1631-073X(02)02578-5

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