Truncated Geometric Bootstrap Method for Time Series Stationary Process

• 作者: T. O. Olatayo
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: TRUNCATED GEOMETRIC BOOTSTRAP METHOD STATIONARY Process MOVING Block and GEOMETRIC STATIONARY BOOTSTRAP METHOD
• 年，卷（期）: 2014,（13）
• 页码范围: 2057-2061
• 页数: 5页
• 分类号: O1

摘要

This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were estimated for the truncated geometric distribution and the bootstrap algorithm developed based on the proposed probability model.