JSM 2004 - Toronto

Abstract #302234

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Activity Number: 118
Type: Contributed
Date/Time: Monday, August 9, 2004 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #302234
Title: Bootstrap for Periodic Time Series
Author(s): Soumendra Lahiri*+
Companies: Iowa State University
Address: Statistics Dept., Ames, IA, 50011,
Keywords: block bootstrap
Abstract:

A variant of the block bootstrap method for periodic time series is proposed for situations where the period is large. Consistency of the proposed method for variance and distribution function estimation is discussed. A method for choosing the optimal block size is also presented.

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