两位版主及各位版友，帮我在Jstor数据库里找几篇文章：
1：Tapered block bootstrap ：Efstathios Paparoditis1 and Dimitris N.Politis2 2：E. Paparoditis and D. N. Politis, `The Tapered Block Bootstrap for General Statistics from Stationary
Sequences', The Econometrics Journal, vol. 5, 2002, pp. 131-148.3：E. Paparoditis and D. N. Politis, `The Local Bootstrap for Markov Processes', Journal of Statistical
Planning and Inference, vol. 108, No 1-2, 2002, pp. 301-328.4：E. Paparoditis and D. N. Politis, `The Local Block Bootstrap', C. R. Acad. Sci. Paris, Series I, vol.
335, 2003, pp. 959-962.5：E. Paparoditis and D. N. Politis, `A Markovian Local Resampling Scheme for Nonparametric Estimators
in Time Series Analysis', Econometric Theory, vol. 17, 2001, pp. 540-566.6：E. Paparoditis and D. N. Politis, `The Local Bootstrap for Kernel Estimators under General Dependence
Conditions', Annals of the Institute of Statistical Mathematics, vol. 52, 2000, pp. 139-159.7：A. Berg, E. Paparoditis and D. N. Politis, `A Bootstrap Test for Time Series Linearity', 2009, Journal
of Statistical Planning and Inference, to appear.

8：Carlstein,E "Matched-block bootstrap for dependent data " Bernoulli .
9: Kernel Matching Scheme for Block Bootstrap of Time Series Data