On the moving block bootstrap under long range dependence
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Publication:1324579
DOI10.1016/0167-7152(93)90035-HzbMath0793.62023OpenAlexW2027758122MaRDI QIDQ1324579
Publication date: 24 May 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90035-h
asymptotic normalitystationary Gaussian processstationaritysample meanmoving block bootstrapapproximation to the distribution of the normalized sample meanlong-range dependent observations
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