Bootstrapping the empirical distribution of a linear process

DOI10.1016/J.SPL.2014.06.019MaRDI QIDQ395990zbMATH OpenOpenAlexFDO

Authors Farid El Ktaibi, B. Gail Ivanoff, Neville Weber

Publication date 8 August 2014

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.06.019

zbMATH Keywords

causal linear processempirical processgoodness of fitmoving block bootstrap

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Another look at the disjoint blocks bootstrap
• Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
• Bootstraps for time series
• Functional central limit theorem for the empirical process of short memory linear processes
• scientific article; zbMATH DE number 1944038 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Limit theorems for functionals of moving averages
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
• On the blockwise bootstrap for empirical processes for stationary sequences
• On the Strong Mixing Property for Linear Sequences
• Resampling methods for dependent data
• Some mixing properties of time series models
• The bootstrap for empirical processes based on stationary observations
• The jackknife and the bootstrap for general stationary observations
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of dependent empirical measures with application to subsampling in function spaces

Cited in

(8)

• On the bootstrap and the moving block bootstrap for the maximum of a stationary process
• Bootstrapping the empirical distribution of a stationary process with change-point
• scientific article; zbMATH DE number 3965196 (Why is no real title available?)
• Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process
• Weak convergence of stationary empirical processes
• Two-sample smooth test for the equality of distributions for dependent data and its bootstrap consistency

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