Validity of blockwise bootstrap for empirical processes with stationary observations

DOI10.1214/aos/1176325507zbMath0808.62043OpenAlexW2068876655MaRDI QIDQ1339703

Publication date: 15 January 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325507

zbMATH Keywords

weak convergence Gaussian process empirical process stationary sequence sampling distribution block-based bootstrap observations compactly differentiable functional stationary and mixing sequences

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes (62M99)

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