A Simple Bootstrap Method for Time Series

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	621-631
Number of pages	0
Journal	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Volume	41
Issue number	5
DOIs	https://doi.org/10.1080/03610918.2011.598988
Publication status	Published - 2012

Keywords

@article{9206498550974da3b5af3886023bc19f,

title = "A Simple Bootstrap Method for Time Series",

keywords = "Model-free bootstrap, Run process, Simulation study, Time series",

author = "Y Cai and N Davies",

year = "2012",

doi = "10.1080/03610918.2011.598988",

language = "English",

volume = "41",

pages = "621--631",

journal = "COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION",

issn = "0361-0918",

number = "5",

}

TY - JOUR

T1 - A Simple Bootstrap Method for Time Series

AU - Cai, Y

AU - Davies, N

PY - 2012

Y1 - 2012

KW - Model-free bootstrap

KW - Run process

KW - Simulation study

KW - Time series

U2 - 10.1080/03610918.2011.598988

DO - 10.1080/03610918.2011.598988

M3 - Article

SN - 0361-0918

VL - 41

SP - 621

EP - 631

JO - COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

JF - COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

IS - 5

ER -