Functions for the Book "Bootstrap for Dependent Data, with an R Package"
Aided Frequency Bootstrap
Bootstrap Block Length Choice in the Stationary Case
Computing the Bandwidth of the Kernel Density Estimators.
Optimal Block Subsampling Size
Optimal Block Subsampling or MOON Bootstrap Sizes for I.I.D. Data
Block Subsampling
Block Bootstrap
Generalized Seasonal Block Bootstrap for Time Series.
Package boodd: bootstrap for dependent data
Bootstrap Distribution
TFT Local Bootstrap.
TFT Residual Bootstrap.
TFT wild bootstrap.
Bootstrap for Generalized Linear Model
Bootstrap for the I.I.D. Case
Semiparametric Bootstrap
Optimal Bootstrap Block Length for Periodically Correlated Time Series...
Objects of Class boodd
Compute the Power of a Statistical Test
Calculate Confidence Intervals for boodd Objects.
Characteristics for Extension of Moving Block Bootstrap Class
EMBB Method
Compute the Value of the Function on a (Pseudo)-Regenerative Blocks.
Nadaraya-Watson Estimator for Transition Densities for Markov chains.
Subsampling of Random Fields
Block Bootstrap of Random Field
Bootstrap Sample from the Random Field
Optimal Size of Small Sets
Fourier Coefficients Estimation of the Mean and Autocovariance Functio...
Frequency Domain Bootstrap
Robust Estimators of the Mean Based on Regeneration Blocks.
Functional Bootstrap in the Frequency Domain (FDB)
Generate an Exponential TAR-ARCH Process
Generate an M/M/1 Queue Process
Compute Block Splitting for Atomic Markov Chains
Computing Pseudo-regenerative Blocks
Jackknife Variance Function
Jackknife Variance Function Using Blocks of Fixed Length
Jackknife Variance Function for Markov Chains Using Regenerative Block...
Jackknife Variance Estimator
Jackknife Variance Estimator Based on Fixed Length Blocks
Jackknife Variance for Random Fields Based on Blocks
Jackknife Variance Estimator for Atomic Markov Chains
Jackknife Variance Estimator for Regenerative Processes
Jackknife Variance Estimation for General Harris Markov Chains
Lag window
Bootstraping Markov chain
Nadaraya-Watson Estimator for Transition Densities.
Parametric Bootstrap for i.i.d. Data
Bootstrap of Periodogram
Plot Kernel Density Estimates for Null and Alternative Distributions.
Plot an Object of Class boodd
Estimating Variance of a Quantile
Block Subsampling for Time Series with Convergence Rate Estimation
Subsampling for i.i.d. Data with Convergence Rate Estimation
Regenerative and Approximative Regenerative Block Bootstrap.
Computes time domain characteristics of periodically correlated time s...
Autoregressive Sieve Bootstrap
Class smallEnsemble
Summary for Objects of Class boodd
Computation of the Bootstrap-t Distribution
TFT Bootstrap.
Compute the Extremal Index for Non-Atomic Markov Chains Using Pseudo-R...
Compute the Extremal Index for Atomic Markov Chains Using Regenerative...
Generate a ZI-INAR Process
Companion package, functions, data sets, examples for the book Patrice Bertail and Anna Dudek (2025), Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted. Kreiss, J.-P. and Paparoditis, E. (2003) <doi:10.1214/aos/1074290332> Politis, D.N., and White, H. (2004) <doi:10.1081/ETC-120028836> Patton, A., Politis, D.N., and White, H. (2009) <doi:10.1080/07474930802459016> Tsybakov, A. B. (2018) <doi:10.1007/b13794> Bickel, P., and Sakov, A. (2008) <doi:10.1214/18-AOS1803> Götze, F. and Račkauskas, A. (2001) <doi:10.1214/lnms/1215090074> Politis, D. N., Romano, J. P., & Wolf, M. (1999, ISBN:978-0-387-98854-2) Carlstein E. (1986) <doi:10.1214/aos/1176350057> Künsch, H. (1989) <doi:10.1214/aos/1176347265> Liu, R. and Singh, K. (1992) <https://www.stat.purdue.edu/docs/research/tech-reports/1991/tr91-07.pdf> Politis, D.N. and Romano, J.P. (1994) <doi:10.1080/01621459.1994.10476870> Politis, D.N. and Romano, J.P. (1992) <https://www.stat.purdue.edu/docs/research/tech-reports/1991/tr91-07.pdf> Patrice Bertail, Anna E. Dudek. (2022) <doi:10.3150/23-BEJ1683> Dudek, A.E., Leśkow, J., Paparoditis, E. and Politis, D. (2014a) <https://ideas.repec.org/a/bla/jtsera/v35y2014i2p89-114.html> Beran, R. (1997) <doi:10.1023/A:1003114420352> B. Efron, and Tibshirani, R. (1993, ISBN:9780429246593) Bickel, P. J., Götze, F. and van Zwet, W. R. (1997) <doi:10.1007/978-1-4614-1314-1_17> A. C. Davison, D. Hinkley (1997) <doi:10.2307/1271471> Falk, M., & Reiss, R. D. (1989) <doi:10.1007/BF00354758> Lahiri, S. N. (2003) <doi:10.1007/978-1-4757-3803-2> Shimizu, K. .(2017) <doi:10.1007/978-3-8348-9778-7> Park, J.Y. (2003) <doi:10.1111/1468-0262.00471> Kirch, C. and Politis, D. N. (2011) <doi:10.48550/arXiv.1211.4732> Bertail, P. and Dudek, A.E. (2024) <doi:10.3150/23-BEJ1683> Dudek, A. E. (2015) <doi:10.1007/s00184-014-0505-9> Dudek, A. E. (2018) <doi:10.1080/10485252.2017.1404060> Bertail, P., Clémençon, S. (2006a) <https://ideas.repec.org/p/crs/wpaper/2004-47.html> Bertail, P. and Clémençon, S. (2006, ISBN:978-0-387-36062-1) Radulović, D. (2006) <doi:10.1007/BF02603005> Bertail, P. Politis, D. N. Rhomari, N. (2000) <doi:10.1080/02331880008802701> Nordman, D.J. Lahiri, S.N.(2004) <doi:10.1214/009053604000000779> Politis, D.N. Romano, J.P. (1993) <doi:10.1006/jmva.1993.1085> Hurvich, C. M. and Zeger, S. L. (1987, ISBN:978-1-4612-0099-4) Bertail, P. and Dudek, A. (2021) <doi:10.1214/20-EJS1787> Bertail, P., Clémençon, S. and Tressou, J. (2015) <doi:10.1111/jtsa.12105> Asmussen, S. (1987) <doi:10.1007/978-3-662-11657-9> Efron, B. (1979) <doi:10.1214/aos/1176344552> Gray, H., Schucany, W. and Watkins, T. (1972) <doi:10.2307/2335521> Quenouille, M.H. (1949) <doi:10.1111/j.2517-6161.1949.tb00023.x> Quenouille, M. H. (1956) <doi:10.2307/2332914> Prakasa Rao, B. L. S. and Kulperger, R. J. (1989) <https://www.jstor.org/stable/25050735> Rajarshi, M.B. (1990) <doi:10.1007/BF00050835> Dudek, A.E. Maiz, S. and Elbadaoui, M. (2014) <doi:10.1016/j.sigpro.2014.04.022> Beran R. (1986) <doi:10.1214/aos/1176349847> Maritz, J. S. and Jarrett, R. G. (1978) <doi:10.2307/2286545> Bertail, P., Politis, D., Romano, J. (1999) <doi:10.2307/2670177> Bertail, P. and Clémençon, S. (2006b) <doi:10.1007/0-387-36062-X_1> Radulović, D. (2004) <doi:10.1007/BF02603005> Hurd, H.L., Miamee, A.G. (2007) <doi:10.1002/9780470182833> Bühlmann, P. (1997) <doi:10.2307/3318584> Choi, E., Hall, P. (2000) <doi:10.1111/1467-9868.00244> Efron, B., Tibshirani, R. (1993, ISBN:9780429246593) Bertail, P., Clémençon, S. and Tressou, J. (2009) <doi:10.1007/s10687-009-0081-y> Bertail, P., Medina-Garay, A., De Lima-Medina, F. and Jales, I. (2024) <doi:10.1080/02331888.2024.2344670>.