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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Math 288 - Statistics
Dimitris Politis
UCSD
Bootstrap methods for time series: a selective overview
Abstract:
A tutorial overview of time-domain Bootstrap Methods for time series will be given with emphasis on block-bootstrap and subsampling. Comparisons of the methods will be discussed, as well as the crucial issue of practical block size choice.
Host:
April 30, 2004
4:00 PM
AP&M 6438
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