TY - JOUR AU - Lorenc Ekonomi, AU - Argjir Butka, PY - 2014/06/15 Y2 - 2024/03/29 TI - An alternative block bootstrap in time series with weak dependence JF - International Journal of Mathematics And its Applications JA - Int. J. Math. And Appl. VL - 2 IS - 2 SE - Research Article DO - UR - http://ijmaa.in/index.php/ijmaa/article/view/300 SP - 1-14 AB - <p>When the observations are dependent, like in time series, Kunsch introduced the bootstrap with blocks forming by a fix number of consecutive observations. Different versions of block bootstrap has been formulated. In this paper we have proposed a bootstrap estimation with blocks formed from recalculated values of a statistic. We call it bootstrap with re-blocks. We have shown that this bootstrap works in time series strictly stationary $\alpha$-mixing or $m $-dependent under some conditions. We have done<br>simulations to compare the bootstrap with re-blocks with other block bootstrap methods.</p> ER -