MovingBlocks-class: Class for Moving Blocks Bootstrap implementation.
Description
MovingBlocks is an S4 class that implements the
moving blocks bootstrap described in K�nsch{Kuensch}
(1989).Details
MovingBlocks extends the S4 class
BootPos and the remarks made in its
documentation apply here as well.
The Moving Blocks Bootstrap method of K�nsch{Kuensch}
(1989) resamples blocks randomly, with replacement from the
collection of overlapping blocks of length l that
start with observation 1, 2, ..., N-l+1. A more
precise description of the procedure can also be found in
Lahiri (1999), p. 389.References
K�nsch{Kuensch}, H. R. (1989). The jackknife and the
bootstrap for general stationary observations. The
Annals of Statistics, 17, 1217--1261.