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Aug 15th, 2013
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  1. %% what I want to do:
  2. x_true % "true", error-free measurement of a variable over time
  3. x_noise % synthetic noise, not necessarily homoskedastic and/or normally distributed
  4. x = x_true + x_noise
  5. for i = 1:n_boot
  6.     p_est(i) = parameter for best fit of model to x
  7.     x = x_true + resample( x_noise ) % bootstrap x_noise (I guess wild bootstrap would be best here?)
  8. end
  9.  
  10. %% what I believe "normal" bootstrapping of residuals would look like ???
  11. for i = 1:n_boot
  12.     p_est(i) = parameter for best fit of model to x
  13.     x = x_first_best_fit + resample( x_first_best_fit - x )
  14. end
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