References
- Babu G. J., Singh K. (1983). Inference on means using the bootstrap. Ann. Statist. 11, 999-1003.
- Dudek A. E., Hurd H., Wojtowicz W. (2014). Bootstrap for Maximum Likelihood Estimates of PARMA coefficients, Cyclostationarity: Theory and Methods, Part of the series Lecture Notes in Mechanical Engineering, pp 15-22.
- Dudek A., Hurd H., Wojtowicz W. (2016). Periodic Autoregressive Moving Average methods based on Fourier Representation of Periodic Coefficients, pp. 130-149, WIREs Computational Statistics, Volume 8, Issue 3, Willey. https://doi.org/10.1002/wics.1380.
- Dudek A. E., Leskow J., Paparoditis E., Politis D. N. (2014). A generalized block bootstrap for seasonal time series, Journal of Time Series Analysis.
- Efron B. (1979). Bootstrap methods: Another look at the jackknife, Ann. Statis. 7, 1-26.
- Hurd H. & Pipiras V. (2020). Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects, DOI:10.1007/978-3-030-22529-2_1, Cyclostationarity: Theory and Methods – IV (pp.1-18).
- Hurd H. L., Miamee A. (2007). Periodically Correlated Random Sequences, Spectral Theory and Practice, Whiley & Sons.
- Jones R., Brelsford W (1967). Time series with periodic structure, Biometrica, 54:403-408.
- Kunsch H. (1989). The Jackknife and the Bootstrap for general stationary observations, Ann. Stat.17, 1217-1241.
- Liu R.Y., and Singh K. (1992). Moving Blocks Jackknife and Bootstrap Capture Weak Convergence. In: Lepage, R. and Billard, L., Eds., Exploring the Limits of Bootstrap, Wiley, New York, 225-248.
- L´opez-de Lacalle J. (2005). ‘Periodic autoregressive time series models in R: The partsm package’, BILCODEC 2005 working paper, Universidad del Pa´ıs Vasco UPV/EHU -Departamento de Econom´ıa Aplicada III (Econometr´ıa y Estad´ıstica). URL: http://econpapers.repec.org/software/ehubilcod/200501.htm.
- Margo L., Ekonomi L. (2017). Some empirical results using bootstrap procedures in periodically correlated time series models, Applied Mathematical sciences, Vol. 11, No. 11, 539-547.
- Margo Zeqo L. (2023). Twenty-Sixth International Conference on: “Social and Natural Sciences-Global Challenge 2023” (ICSNS XXVI-2023), Berlin, Germany, Comparison of bootstrap procedures in estimating seasonal means in AROSA time series, pp. 132, ISBN: 978-9928-178-21-3.
- Paparoditis E., Politis D. N. (2003). Residual-based block bootstrap for unit root testing, Econometrica, Vol. 71, No. 3, May 2003, 813-855.
- Politis D. N. (2001). Resampling time series with seasonal components, in Frontiers in Data Mining and Bioinformatics. In: Proceedings of the 33rd Symposium on the Interface of Computing Science and Statistics, Orange County, California, pp. 619–621.
- Singh K. (1981). On the asymptotic accuracy of Efron’s bootstrap. Ann. Statist. 9 1187–1195.