Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930): Difference between revisions

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+https://doi.org/10.1080/10485251003663517
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+W2006740729
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+Q3886625
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+Variable length Markov chains
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+Blockwise bootstrapped empirical process for stationary sequences
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+Q3718637
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+Necessary conditions for the bootstrap of the mean
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+The jackknife and the bootstrap for general stationary observations
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+ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA  AND ITS CONSISTENCY PROPERTIES
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+When does bootstrap work! Asymptotic results and simulations
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+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
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+On the blockwise bootstrap for empirical processes for stationary sequences
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+The bootstrap for empirical processes based on stationary observations
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+Q4387153
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+Can we bootstrap even if CLT fails?
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+Families of distributions arising from distributions of order statistics
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Publication:2892930