Class for Moving Blocks Bootstrap implementation.
MovingBlocks
is an S4 class that implements the moving blocks bootstrap described in Künsch (1989).
class
latin1
MovingBlocks
extends the S4 class BootPos
and the remarks made in its documentation apply here as well.
The Moving Blocks Bootstrap method of Künsch (1989) resamples blocks randomly, with replacement from the collection of overlapping blocks of length l
that start with observation 1, 2, , N-l+1
. A more precise description of the procedure can also be found in Lahiri (1999), p. 389.
Künsch, H. R. (1989). The jackknife and the bootstrap for general stationary observations. The Annals of Statistics, 17 , 1217--1261.
getPositions-MovingBlocks