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
l that start with observation 1, 2, ...,
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.
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