Description Usage Arguments Details Value Author(s) References See Also
This function computes the acceleration constants for the vectorized moving block bootstrap.
1 |
data |
a vector of time series data. |
lagmax |
maximum lag at which to calculate autocorrelations. |
l |
block size of the vectorized moving block bootstrap |
Computation of this jackknife estimate of acceleration involves computing autocorrelations based on pairs of observations from samples with l consecutive observations left out at a time.
In the presence of missing values, estimates of autocorrelations are computed from complete cases, which may not be valid.
a vector of the acceleration constants for autocorrelations up to lagmax.
Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>
Kunsch, H. (1989). The jackknife and the bootstrap for general stationary observations. The Annals of Statistics, 17(3), 1217-1241.
pair.VMB,corr.VMB,VMB
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