Bootstrapping the empirical distribution of a linear process (Q395990): Difference between revisions

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+Q5560061
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+Bootstraps for time series
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+Functional central limit theorem for the empirical process of short memory linear processes
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+On the blockwise bootstrap for empirical processes for stationary sequences
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+Some mixing properties of time series models
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+Weak convergence of dependent empirical measures with application to subsampling in function spaces
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+The bootstrap for empirical processes based on stationary observations
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+Another look at the disjoint blocks bootstrap
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+Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
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+Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes
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+Weak convergence and empirical processes. With applications to statistics
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