On the blockwise bootstrap for empirical processes for stationary sequences

DOI10.1214/aop/1022855654zbMath0932.62055OpenAlexW1599451000MaRDI QIDQ1307509

Magda Peligrad

Publication date: 14 March 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855654

zbMATH Keywords

bootstrapassociated sequencesempirical processsample meanmixing sequences

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)

Related Items (26)

Bootstraps for time series ⋮ Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations ⋮ Bootstrap conditional distribution tests in the presence of dynamic misspecification ⋮ New robust confidence intervals for the mean under dependence ⋮ Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes ⋮ Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean ⋮ A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process ⋮ Renewal type bootstrap for Markov chains ⋮ Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique ⋮ Bootstrapping the empirical distribution of a linear process ⋮ Another look at the disjoint blocks bootstrap ⋮ Block Bootstrap for the Empirical Process of Long‐Range Dependent Data ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ Weak convergence of stationary empirical processes ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Testing for prospect and Markowitz stochastic dominance efficiency ⋮ Another approach to Brownian motion ⋮ A block bootstrap comparison for sparse chains ⋮ A semiparametric additive rate model for a modulated renewal process ⋮ Bootstrap forU-statistics: a new approach ⋮ Bootstrapping the empirical distribution of a stationary process with change-point ⋮ The Dependent Random Weighting ⋮ Bootstrap specification tests for diffusion processes

Cites Work

• Convergence rates in the strong law for bounded mixing sequences
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• On the convergence rate in the central limit theorem for associated processes
• Necessary conditions for the bootstrap of the mean
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
• Estimation of the survival function for stationary associated processes
• Kernel estimates under association: Strong uniform consistency
• On the spectral density and asymptotic normality of weakly dependent random fields
• Bootstrap methods: another look at the jackknife
• Convergence of stopped sums of weakly dependent random variables
• Bootstrapping the sample means for stationary mixing sequences
• The functional central limit theorem for strongly mixing processes
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Blockwise bootstrapped empirical process for stationary sequences
• The jackknife and the bootstrap for general stationary observations
• A note on empirical processes of strong-mixing sequences
• A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
• Convergence of stochastic processes
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