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???????MMB????????????

??????????????????????????????????Moving Block Bootstrap, MBB????????????MMB???????????????????????????????????????????????

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??????????????????????????????????2???????????????????????????????

X?, X?, ..., X??

???????

• ?1?X?, X?
• ?2?X?, X?
• ...
• ?5?X?, X??

Bootstrap??

????????Bootstrap?????????????????????????????????????????????????????????????????????1??3??5??1??2?????????????????

block1, block3, block5, block1, block2

Python??

?Python????????arch??????????????????????

from arch.bootstrap import MovingBlockBootstrapfrom numpy.random import RandomStateimport numpy as np# ???????????????y = standard_normal((6, 1))  # shape (6, 1)# ????????bootstrap = MovingBlockBootstrap(2, y, random_state=RandomState(1234))  # ????2# ??Bootstrap??bs_y = []# ??Bootstrap??for _ in range(2):    data = bootstrap.bootstrap(2)  # ??2?Bootstrap??    bs_y.append(data[0][0])  # ???????    print("Bootstrap??:", data)    print("??????:", bs_y)# ????????def fc(a):    return a.mean(0)  # ?????# ?????????results = bootstrap.apply(fc, 2)  # ?????????????print("????:", results)

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