Block Bootstrap and Permutation Testing for Dependent Data intermediate
Once observations have an order, valid resampling must preserve more than the one-period distribution.
Once observations have an order, valid resampling must preserve more than the one-period distribution.
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References
A Reality Check for Data Snooping
Halbert White
(2000)
— Econometrica
The Stationary Bootstrap
Dimitris N. Politis, Joseph P. Romano
(1994)
— Journal of the American Statistical Association