Block bootstrap consistency under weak assumptions

DOI10.1017/S0266466617000500MaRDI QIDQ4554607zbMATH OpenOpenAlexFDO

Authors Gray Calhoun

Publication date 9 November 2018

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466617000500

zbMATH Keywords

central limit theoremblock bootstrapfunctional CLT

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Recommendations

• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
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• Validity of blockwise bootstrap for empirical processes with stationary observations
• The blockwise bootstrap for general empirical processes of stationary sequences

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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• scientific article; zbMATH DE number 854587 (Why is no real title available?)
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• Discussion on: ``Bootstrap methods for dependent data: a review
• Discussion on: ``Bootstrap methods for dependent data: a review
• Discussion on: ``Bootstrap methods for dependent data: a review
• Invariance principles for dependent variables
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• Local block bootstrap
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• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• The Stationary Bootstrap
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes
• The jackknife and the bootstrap for general stationary observations
• Theoretical comparisons of block bootstrap methods

Cited in

(15)

• Another look at the disjoint blocks bootstrap
• Consistency of the stationary bootstrap under weak moment conditions
• Introducing model uncertainty by moving blocks bootstrap
• Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
• On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
• Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
• Bootstrapping the sample quantile of a weakly dependent sequence
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
• Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises
• Monitoring procedures for strict stationarity based on the multivariate characteristic function
• A block bootstrap comparison for sparse chains
• Loss function-based change point detection in risk measures
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Bootstrap-assisted tests of symmetry for dependent data

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