Description Details References See Also

`MovingBlocks`

is an S4 class that implements the moving blocks
bootstrap described in K\"unsch (1989).

`MovingBlocks`

extends the S4 class
`BootPos`

and the remarks made in its documentation
apply here as well.

The Moving Blocks Bootstrap method of K\"unsch (1989) resamples blocks
randomly, with replacement from the collection of overlapping blocks of
length `l`

that start with observation 1, 2, ..., `N-l+1`

.
A more precise description of the procedure can also be found in
Lahiri (1999), p. 389.

K\"unsch, H. R. (1989). The jackknife and the bootstrap for general stationary
observations. *The Annals of Statistics*, **17**, 1217–1261.

quantspec documentation built on May 29, 2017, 3:34 p.m.

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