Construct · 1 fields · 1 citations

stationary bootstrap: a standalone construct

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Statistics

a block bootstrap for time series whose block lengths are random geometric draws, so the resampled series is itself stationary.

In statistics, stationary bootstrap refers to a block bootstrap for time series whose block lengths are random geometric draws, so the resampled series is itself stationary. This meaning comes from Politis (1994) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructs block3 fields · 6 citationsjingle · one word, three constructs bootstrap3 fields · 3 citationsjingle · one word, three constructs

References

Politis, D. N., & Romano, J. P. (1994). The Stationary Bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313. https://doi.org/10.1080/01621459.1994.10476870

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