It sounds like you should sample x and y together using the
block bootstrap. If you have the usual situation, x and y in columns
and observations in rows, then sample blocks of rows.
Even though observations in y are independent, you would take
advantage of that only for bootstrapping statistics
Hello.
I have got two problems in bootstrapping from
dependent data sets.
Given two time-series x and y. Both consisting of n
observations with x consisting of dependent and y
consisting of independent observations over time. Also
assume, that the optimal block-length l is given.
To obtain my bo
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