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A0560
Title: The comparison of block bootstrap techniques in case of generalized resampling scheme Authors:  Lukasz Lenart - Cracow University of Economics (Poland) [presenting]
Abstract: Generalized Resampling Scheme (GRS) was recently introduced for nonstationary time series. In special case this procedure reduces to usual subsampling technique. Generally, GRS can be reducing to some new resampling methods. The consistency of GRS holds under general assumptions concerning moment and mixing conditions. The aim is to compare in testing problem a few block bootstrap methods defining on a basis of GRS. This testing problem concerns frequency identification in mean function in class of nonstationary Almost Periodically Correlated time series. Usual MC simulations are carried out in order to examine the sizes and powers of the test.