Missing Values Resampling for Time Series

TL;DRAbstract

In this work we are interested in the moving block jackknife (MBJ) and bootstrap (MBB) introduced in Künsch () and independently in Liu and Singh (). These methods are valid to estimate the variance and the distribution of statistics defined by functionals of finite dimensional distributions, which includes robust estimators of location and scale, least squares estimators of autoregressive models and certain version of autocorrelations

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