Szczegóły publikacji
Opis bibliograficzny
Simulation comparison of CBB and GSBB in overall mean estimation problem for PC time series / Anna E. DUDEK, Paweł POTORSKI // W: Cyclostationarity: theory and methods : [6th Workshop on Cyclostationary Systems and their Applications : Grodek, Poland, February, 2013] / eds. Fakher Chaari, [et al.]. — Cham , [etc.] : Springer, cop. 2014. — (Lecture Notes in Mechanical Engineering ; ISSN 2195-4356). — ISBN: 978-3-319-04186-5; e-ISBN: 978-3-319-04187-2. — S. 95–106. — Bibliogr. s. 106, Abstr.
Autorzy (2)
Dane bibliometryczne
| ID BaDAP | 82860 |
|---|---|
| Data dodania do BaDAP | 2014-07-18 |
| DOI | 10.1007/978-3-319-04187-2_7 |
| Rok publikacji | 2014 |
| Typ publikacji | materiały konferencyjne (aut.) |
| Otwarty dostęp |  |
| Konferencja | 6th Workshop on Cyclostationary Systems and their Applications |
| Czasopismo/seria | Lecture Notes in Mechanical Engineering |
Abstract
In the chapter the performance comparison in the simulation study of the block bootstrap methods that can be used in the problem of the overall mean estimation of a PC time series is presented. Two block bootstrap techniques are considered: the Circular Block Bootstrap and the circular version of the Generalized Seasonal Block Bootstrap. The actual coverage probabilities of the bootstrap equal-tailed confidence intervals are calculated for a wide range of the block length choices and a few sample sizes. Moreover, the optimal values of the block lengths are pointed. In the most of the considered cases performance of CBB and GSBB is very comparable.
