Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence

DOI10.1016/J.SPL.2011.12.001zbMath1408.62083OpenAlexW2074831794MaRDI QIDQ419156

Dong Wan Shin, Eun-Ju Hwang

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.001

zbMATH Keywords

strong consistencyweak dependencesample meanstationary bootstrap

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Infinite-order, long-memory heterogeneous autoregressive models ⋮ Stationary bootstrapping for semiparametric panel unit root tests ⋮ Bootstrap inference for network vector autoregression in large-scale social network ⋮ Stationary bootstrapping realized volatility ⋮ Stationary bootstrapping realized volatility under market microstructure noise ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences

Uses Software

• PearsonT

Cites Work

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