Optimised block bootstrap: an efficient variant of circular block bootstrap method with application to South African economic time series data

Optimised block bootstrap: an efficient variant of circular block bootstrap method with application to South African economic time series data

This study introduced the optimized block bootstrap (OBB), a novel method designed to enhance time series prediction by reducing the number of blocks while maintaining their representativeness. OBB minimized block overlap, resulting in greater computational efficiency while preserving the temporal s...

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Bibliographic Details
Main Authors: James Daniel, Kayode Ayinde, Adewale F. Lukman, Olayan Albalawi, Jeza Allohibi, Abdulmajeed Atiah Alharbi
Format: Article
Language:English
Published: AIMS Press 2024-10-01
Series:AIMS Mathematics
Subjects:
bootstrap method
autoregressive moving average (arma)
measures of accuracy
circular block bootstrap (cbb)
optimised block bootstrap (obb)
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241487?viewType=HTML
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