Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)
Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal ...
Lahiri, Furukawa, and Lee (2007) Nonparametric Plug-In "NPPI" Rule to ...
Plot MSE Function for HHJ Algorithm
Plot Stability of JAB Point Estimates
Plot Correlogram for Politis and White AutoCorrelation Implied Hypo...
Politis and White (2004) Spectral Density "PWSD" Automatic Block-Lengt...
A set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) <doi:10.1093/biomet/82.3.561> subsampling-based cross-validation method, the Politis and White (2004) <doi:10.1081/ETC-120028836> Spectral Density Plug-in method, including the Patton, Politis, and White (2009) <doi:10.1080/07474930802459016> correction, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.
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