Open AccessA Simulation Comparison of Bootstrap Procedures in Periodically Correlated Time Series Models
Author(s) -
Lorena Margo,
Eljona Milo
Publication year - 2016
Publication title -
journal of advances in mathematics
Language(s) - English
Resource type - Journals
ISSN - 2347-1921
DOI - 10.24297/jam.v12i9.5631
Subject(s) - series (stratigraphy) , mathematics , time series , confidence interval , algorithm , statistics , estimation , paleontology , biology , management , economics
The presence of periodicity in data with periodic structure has become an important issue in parameter estimation. Several methods have been studied with intention estimating different parameters or constructing confidence intervals for the parameters. In this paper we investigate the performance of the bootstrap procedures designed for dependent data in the case of Periodically Correlated time series models. Several models with periodic structure are studied in this paper and we use R programming language to realize a simulation comparison of the performance of bootstrap procedures presented.