Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156): Difference between revisions

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-.1016/j.spl.2011.12.001
@@ Property / DOI: 10.1016/j.spl.2011.12.001 / rank @@
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+A triangular central limit theorem under a new weak dependence condition
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+Coupling for \(\tau\)-dependent sequences and applications
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+Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
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+A new weak dependence condition and applications to moment inequalities
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+Functional Estimation of a Density Under a New Weak Dependence Condition
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+Probability and moment inequalities for sums of weakly dependent random variables, with applications
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+The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
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+THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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+Consistency of the stationary bootstrap under weak moment conditions
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+Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
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+A study on moment inequalities under a weak dependence
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+Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
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+A note on the stationary bootstrap's variance
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+Unit root testing via the stationary bootstrap
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+The Stationary Bootstrap
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+Bootstrapping the sample means for stationary mixing sequences
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+Bootstrapping unit root tests for integrated processes
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+Moment bounds for stationary mixing sequences
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+.1016/J.SPL.2011.12.001
@@ Property / DOI: 10.1016/J.SPL.2011.12.001 / rank @@
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