TITLE:
Truncated Geometric Bootstrap Method for Time Series Stationary Process
AUTHORS:
T. O. Olatayo
KEYWORDS:
Truncated Geometric Bootstrap Method, Stationary Process, Moving Block and Geometric Stationary Bootstrap Method
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.13,
July
18,
2014
ABSTRACT: This paper introduced a bootstrap method called truncated geometric
bootstrap method for time series stationary process. We estimate the parameters
of a geometric distribution which has been truncated as a probability model for
the bootstrap algorithm. This probability model was used in resampling blocks
of random length, where the length of each blocks has a truncated geometric
distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were
estimated for the truncated geometric distribution and the bootstrap algorithm
developed based on the proposed probability model.