Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=47931#.VFbtm2fHRK0 ' Author(s) T. O. Olatayo Affiliation(s) Department of Mathematical Science, Olabisi Onabanjo University, Ago-Iwoye, Nigeria . ABSTRACT This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its r...
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