Block length selection in the bootstrap for time series

Buhlmann, Peter, Buehlmann, Peter, Kunsch, Hans R., Kuensch, Hans R., Bühlmann, Peter, Künsch, Hans R. . Computational Statistics & Data Analysis 1999. 31 :295-310

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Bibtex

@article{CIS-154819,
  Author = {Buhlmann, Peter and Buehlmann, Peter and Kunsch, Hans R. and Kuensch, Hans R. and Bühlmann, Peter and Künsch, Hans R.},
  Title = {Block length selection in the bootstrap for time series},
  Journal = {Computational Statistics & Data Analysis},
  Volume = {31},
  Year = {1999},
  Pages = {295--310},
  Keywords = {Spectral estimator, Influence function, Plug-in method}
}

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