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### Block bootstrap for a novice [duplicate]

To put my question into context, I am a physicist but with limited exposure to statistics and what I have learned about it was over 30 years ago. I am trying to learn about block bootstrapping as ...
5k views

### What are some methods for generating simulated time series data for use in modeling?

I have a data set which consists of 50 observed years for which I have date and inflow values between a river and a reservoir. The data is formatted as follows: ...
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### Sampling from Empirical CDF for Forecasting

I'm trying to forecast the future distribution of a particular interest rate based on its quarterly percentage changes. My assumptions are that: The observations are independent The distribution ...
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### Picking block length in a block bootstrap

I am using the Mann-Kendall test to assess trends in a data time-series. I believe there is autocorrelation in my data and therefore need to use a block bootstrap to correct for it. I have plotted ...
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### Significance Testing of Difference in Variances of Autocorrelated Time Series Data

I have two consecutive time series of different length that both vary around some common mean, but exhibit different variances, see exemplary figures below. Both show quite substantial autocorrelation....
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### How can you draw samples from a multidimensional time series?

I'm aware of MCMC methods such as Metropolis Hastings and friends, but these methods assume a stable posterior distribution. Is there a way to draw samples from a multidimensional timeseries? For ...
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### How to bootstrap single equation autoregressive models?

I have been reading many papers where confidence intervals for the impulse responses of autoregressive process have been boot-strapped. The question is, is the usual way sufficient? Take as an example ...
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### Time series simulation based on a given time series

I’m looking for some procedures to simulate time series based on another time series as an input. The objective is that it may provide me with more training datasets that are similar to the given ...