A subfunction for the statioanry bootstrap
The size of the stationary bootstrap resample
A parameter for the stationary boostrap.
This function resamples blocks of indicies with random block lengths. This code follows the MATLAB file of the Oxford MFE Toolbox written by Kevin Sheppard.
A vector of indicies for the stationary bootstrap
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang
The Oxford MFE toolbox (http://www.kevinsheppard.com/wiki/MFE_Toolbox) by Kevin Sheppard
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