Select Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)


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Documentation for package ‘blocklength’ version 0.1.3

Help Pages

hhj Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal Block-Length
plot.hhj Plot MSE Function for HHJ Algorithm
plot.pwsd Plot Correlogram for Politis and White Auto-Correlation Implied Hypothesis Test
pwsd Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection