Update README.md

Author: open-source-modelling

stationary_bootstrap_calibration/README.md

@@ -15,10 +15,10 @@ Implementation of a stationary bootstrap method for weakly dependent stationary
 The proposed methodology automatically estimates the optimal block size. As mentioned in the original paper, the methodology is based on the notion of spectral estimation via the flat-top lag-windows of Politis and Romano (1995). The proposed solution is described in the paper [Polis and White (2004)](http://public.econ.duke.edu/~ap172/Politis_White_2004.pdf) 
 
 ### Input
-- The time-series for which the calibration is necessary `data`
+- The time-series for which the calibration is necessary `data`.
 
 ### Output
-- Integer specifying the optimal block length
+- Integer specifying the optimal block length.
 
 ## Getting started
 Given a time series with values 0.4, 0.2, 0.1, 0.4, 0.3, 0.1, 0.3, 0.4, 0.2, 0.5, 0.1, and 0.2 the user desires to use the stationary bootstrap algorithm for resampling. The objective is to automatically retrieve the "optimal" value of the parameter needed for stationary bootstrap algorithm.