Truncated Geometric Bootstrap Method for Time Series Stationary Process
Truncated Geometric Bootstrap Method for Time Series Stationary Process作者机构：Department of Mathematical Science Olabisi Onabanjo University Ago-Iwoye Nigeria
出 版 物：《Applied Mathematics》 (应用数学（英文）)
年 卷 期：2014年第5卷第13期
页 面：2057-2061页
学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题：Truncated Geometric Bootstrap Method Stationary Process Moving Block and Geometric Stationary Bootstrap Method
摘 要：This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were estimated for the truncated geometric distribution and the bootstrap algorithm developed based on the proposed probability model.
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