Abstract
In the chapter the performance comparison in the simulation study of the block bootstrap methods that can be used in the problem of the overall mean estimation of a PC time series is presented. Two block bootstrap techniques are considered: the Circular Block Bootstrap and the circular version of the Generalized Seasonal Block Bootstrap. The actual coverage probabilities of the bootstrap equal-tailed confidence intervals are calculated for a wide range of the block length choices and a few sample sizes. Moreover, the optimal values of the block lengths are pointed. In the most of the considered cases performance of CBB and GSBB is very comparable.
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Research of Anna Dudek was partially supported by the Polish Ministry of Science and Higher Education and AGH local grant.
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Dudek, A.E., Potorski, P. (2014). Simulation Comparison of CBB and GSBB in Overall Mean Estimation Problem for PC Time Series. In: Chaari, F., Leśkow, J., Napolitano, A., Sanchez-Ramirez, A. (eds) Cyclostationarity: Theory and Methods. Lecture Notes in Mechanical Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-04187-2_7
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DOI: https://doi.org/10.1007/978-3-319-04187-2_7
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