.. module:: arch.bootstrap :noindex: .. currentmodule:: arch.bootstrap Time-series Bootstraps ---------------------- Bootstraps for time-series data come in a variety of forms. The three contained in this package are the stationary bootstrap (:class:`~arch.bootstrap.StationaryBootstrap`), which uses blocks with an exponentially distributed lengths, the circular block bootstrap (:class:`~arch.bootstrap.CircularBlockBootstrap`), which uses fixed length blocks, and the moving block bootstrap which also uses fixed length blocks (:class:`~arch.bootstrap.MovingBlockBootstrap`). The moving block bootstrap does *not* wrap around and so observations near the start or end of the series will be systematically under-sampled. It is not recommended for this reason. .. autosummary:: :toctree: generated/ StationaryBootstrap CircularBlockBootstrap MovingBlockBootstrap optimal_block_length