Bootstraps for time-series data come in a variety of forms. The three contained in this package are the stationary bootstrap (
StationaryBootstrap), which uses blocks with an exponentially distributed lengths, the circular block bootstrap (
CircularBlockBootstrap), which uses fixed length blocks, and the moving block bootstrap which also uses fixed length blocks (
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.
Politis and Romano (1994) bootstrap with expon distributed block sizes
Bootstrap using blocks of the same length with end-to-start wrap around
Bootstrap using blocks of the same length without wrap around
Estimate optimal window length for time-series bootstraps