Page 70 - Textos de Matemática Vol. 47

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M. M. NEVES
estb_com b=3
teta est
estb_com_bopt
1.2 1 0.8 0.6 0.4 0.2 0
1.2 1 0.8 0.6 0.4 0.2 0
1.2 1 0.8 0.6 0.4 0.2 0
Figure 6. One sample path of the estimator ⇥bUC for a sample of size n = 500 from an ARMAX process. Block bootstrap estimates using initial block size b1 = n1/5 = 3 and block bootstrap estimates using the“optimal” block length b0n (✓ = 0.1; bopt = 111) (✓ = 0.5; bopt = 43) and (✓ = 0.9; bopt = 38).
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teta est
estb_com b=3
estb_com_bopt
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teta est
estb_com b=3
estb_com_bopt
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