Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian; … - Dipartimento di Istituzioni Economiche e Finanziarie, … - 2012
Bootstrapping time series is one of the most acknowledged tools to make forecasts and study the statistical properties of an evolutive phenomenon. The idea underlying this procedure is to replicate the phenomenon on the basis of an observed sample. One of the most important classes of bootstrap...