Tapered block bootstrap

  title={Tapered block bootstrap},
  author={Dimitris Nicolas Politis},
The situation where the available data arise from a general linear process with a unit root is discussed. We propose a modiication of the Block Bootstrap which generates replicates of the original data and which correctly imitates the unit root behavior and the weak dependence structure of the observed series. Validity of the proposed method for estimating the unit root distribution is shown. 

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