Truncated Geometric Bootstrap Method for Time Series Stationary Process

DOI: 10.4236/am.2014.513199   PDF   HTML     2,969 Downloads   3,802 Views   Citations

Abstract

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

Conflicts of Interest

The authors declare no conflicts of interest.

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