WSC
2004
13 years 6 months ago
2004
Calvin and Nakayama previously introduced permuting as a way of improving existing standardized time series methods. The basic idea is to split a simulated sample path into nonove...
WSC
2001
13 years 6 months ago
2001
We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by pe...