Truncated Geometric Bootstrap Method for Time Series Stationary Process  

作　　者：T. O. Olatayo 

机构地区：[1]Department of Mathematical Science, Olabisi Onabanjo University, Ago-Iwoye, Nigeria

出　　处：《Applied Mathematics》2014年第13期2057-2061,共5页应用数学（英文）

摘　　要：This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were estimated for the truncated geometric distribution and the bootstrap algorithm developed based on the proposed probability model.This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were estimated for the truncated geometric distribution and the bootstrap algorithm developed based on the proposed probability model.

关 键 词：TRUNCATED GEOMETRIC BOOTSTRAP METHOD STATIONARY Process MOVING Block and GEOMETRIC STATIONARY BOOTSTRAP METHOD 

分 类 号：O1[理学—数学]