I found in the matlab examples a way to use mean and sd for bootstrapping:
rng default % For reproducibility y = exprnd(5,100,1); stats = bootstrp(100,@(x)[mean(x) std(x)],y);
Is there a way to add autocorrelation to this function? If yes, how would you do it?
Practically I have the mean, the SD and the ACF of my sample. I'm trying to find a way to create samples that respect these three numbers, assuming that the autocorrelation is stable. I am open to alternative suggestions besides bootstrapping.