boot_res {boodd}R Documentation

TFT Residual Bootstrap.

Description

The residual bootstrap is used to bootstrap the Fourier coefficients for the Time Frequency Toggle (TFT)-Bootstrap (see Kirch and Politis (2011)).

Usage

boot_res(X, n = length(X), h, kernel, t)

Arguments

X

A numeric vector representing a time series.

n

An integer; by default is the length of time series X but allow for a smaller sample size m to perform moon bootstrap.

h

A positive numeric value specifying the bandwidth used to compute the kernel estimator in case of local bootstrap. By default it is equal to n^{-2/3}.

kernel

An integer value indicating the kernel type. Use 0 for the Daniell kernel or any other value for the Bartlett-Priestley (Epanechnikov) kernel (by default).

t

An integer indicating the number of bootstrap replications.

Details

The function first centers X and calculates its Fourier coefficients. It then estimates the spectral density using a kernel density estimator with parameters kernel kernel and bandwidth h, which standardizes the residuals accordingly. These standardized residuals are resampled with replacement to create bootstrap replicates.

Value

A matrix where each column contains a bootstrap replicate of the time series X.

Author(s)

We are grateful to Claudia Kirch for providing the original code in R.

References

Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted.

Kirch, C. and Politis, D. N. (2011). TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain, Annals of Statistics, vol.

See Also

tft_boot, boot_local, boot_wild.

Examples

# see the mother function tft_boot

[Package boodd version 0.1 Index]