On the blockwise bootstrap for empirical processes for stationary sequences
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Publication:1307509
DOI10.1214/aop/1022855654zbMath0932.62055OpenAlexW1599451000MaRDI QIDQ1307509
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
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
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