The asymptotic refinements attributable to the block bootstrap for time series are not as large as those of the nonparametric iid bootstrap or the parametric bootstrap. One reason is that the independence between the blocks in the block bootstrap sample does not mimic the dependence structure of the original sample. This is the join‐point problem.
MLA
Andrews, Donald W. K.. “the Block–Block Bootstrap: Improved Asymptotic Refinements.” Econometrica, vol. 72, .no 3, Econometric Society, 2004, pp. 673-700, https://doi.org/10.1111/j.1468-0262.2004.00509.x
Chicago
Andrews, Donald W. K.. “the Block–Block Bootstrap: Improved Asymptotic Refinements.” Econometrica, 72, .no 3, (Econometric Society: 2004), 673-700. https://doi.org/10.1111/j.1468-0262.2004.00509.x
APA
Andrews, D. W. K. (2004). the Block–Block Bootstrap: Improved Asymptotic Refinements. Econometrica, 72(3), 673-700. https://doi.org/10.1111/j.1468-0262.2004.00509.x
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