R package with a set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) cross-validation method and the Politis and White (2004) Spectral Density Plug-in method.
bootstraptimecranrtime-seriesbootinferencestatstime-series-analysisresampletseriesdependenthorowitzblock-bootstrapdepedent-bootstrapmebootpolitisblocklengthblock-resampling
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Updated
Mar 8, 2025 - R