Class PattonPolitisWhite2009ForObject<X>

  • All Implemented Interfaces:
    ObjectResampler<X>, Seedable

    public class PattonPolitisWhite2009ForObject<X>
    extends Object
    implements ObjectResampler<X>
    This class implements the stationary and circular block bootstrapping method with optimized block length.
    See Also:
    • Politis, N. Dimitris, White Halbert, "Automatic Block-Length Selection for the Dependent Bootstrap", Econometric Reviews , 2004
    • Politis, D., White, H., Patton Andrew,"CORRECTION TO 'Automatic Block-Length Selection for the Dependent Bootstrap'", Econometric Reviews, 28(4):372–375, 2009
    • R-code