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This paper introduced a bootstrap method called truncated geometricbootstrap method for time series stationary process. We estimate the parametersof a geometric distribution which has been truncated as a probability model forthe bootstrap algorithm. This probability model was used in resampling blocksof random length, where the length of each blocks has a truncated geometricdistribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance wereestimated for the truncated geometric distribution and the bootstrap algorithmdeveloped based on the proposed probability model.

KEYWORDS

Truncated Geometric Bootstrap Method, Stationary Process, Moving Block and Geometric Stationary Bootstrap Method

Cite this paper

Olatayo, T. 2014 Truncated Geometric Bootstrap Method for Time Series Stationary Process. Applied Mathematics, 5, 2057-2061. doi: 10.4236-am.2014.513199.





Autor: T. O. Olatayo

Fuente: http://www.scirp.org/



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