most citedConsistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure

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math.ST2007★ 35 cited

Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure

Rafal Synowiecki

The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. Th…