Local block bootstrap
[Bloc re-échantillonnage local]
Paparoditis, Efstathios1 ; Politis, Dimitris N.2
1 Department of Mathematics and Statistics, University of Cyprus, PO Box 20537, Nicosia, Cyprus
2 Department of Mathematics, University of California–San Diego, La Jolla, CA 92093-0112, USA
Comptes Rendus. Mathématique, Tome 335 (2002) no. 11, pp. 959-962.

Pour les séries chronologiques qui ne sont pas stationnaires, la méthode de bloc re-échantillonnage n'est pas directement applicable. Cependant, si la structure stochastique fondamentale change lentement, on peut utiliser une méthode de bloc re-échantillonnage local. Nous définissons une telle procédure et donnons un exemple de son applicabilité.

For time series that are not stationary, the block bootstrap method is not directly applicable. However, if the underlying stochastic structure is slowly changing with time, one may employ a local block-resampling procedure. We define such a procedure, and give an example of its applicability.

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Révisé le :
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DOI : 10.1016/S1631-073X(02)02578-5
Paparoditis, Efstathios 1 ; Politis, Dimitris N. 2

1 Department of Mathematics and Statistics, University of Cyprus, PO Box 20537, Nicosia, Cyprus
2 Department of Mathematics, University of California–San Diego, La Jolla, CA 92093-0112, USA 
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Paparoditis, Efstathios; Politis, Dimitris N. Local block bootstrap. Comptes Rendus. Mathématique, Tome 335 (2002) no. 11, pp. 959-962. doi : 10.1016/S1631-073X(02)02578-5. http://archive.numdam.org/articles/10.1016/S1631-073X(02)02578-5/

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