A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

By Anna E. Dudek, Jacek Leskow, Efstathios Paparoditis, Dimitris Nicolas Politis. 2014

68 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c370ffe141d13ff080096ed19c39971d9a630c8b

Citations in the corpus

• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (2017, unknown): “We note that the degree of overlap among the blocks to be bootstrapped plays a major role in efficiency: the nonoverlapping block-based approach is less efficient than a partial or full-overlap block (e.g., Dudek, Le´skow, Paparoditis, and Politis, 2014).”