dboot: dboot: Dependent Bootstrap package

Description dboot functions Author(s)

Description

A package for bootstrapping dependent data. The dboot package provides two main functions HHJ e LFL that computes the Moving Block Bootstrap optimal block length selection algorithms. The former an adapted version of Hall, Horowitz and Jing (1995) and the latter Lahiri, Furukawa and Lee (2007)

dboot functions

The dboot functions: HHJ and LFL

Author(s)

Matheus de Vasconcellos Barroso


matheusbarroso/dboot documentation built on May 16, 2019, 8:13 p.m.