The bootstrap of the mean for strong mixing sequences under minimal conditions

DOI10.1016/0167-7152(95)00085-2zbMath0881.62049OpenAlexW1977594433MaRDI QIDQ1916229

Dragan Radulovic

Publication date: 1 September 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00085-2

zbMATH Keywords

strong mixingmoving blocks bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (23)

Unit root testing via the stationary bootstrap ⋮ 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 ⋮ BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS ⋮ Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES ⋮ Some conditional results for conditionally strong mixing sequences of random variables ⋮ The bootstrap for empirical processes based on stationary observations ⋮ Renewal type bootstrap for Markov chains ⋮ Another look at the disjoint blocks bootstrap ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure ⋮ On bootstrapping periodic random arrays with increasing period ⋮ A two-sample test for the equality of univariate marginal distributions for high-dimensional data ⋮ Large-sample inference in the general AR(1) model ⋮ The impact of bootstrap methods on time series analysis ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA ⋮ An overview of bootstrap methods for estimating and predicting in time series ⋮ On the subsample bootstrap variance estimation ⋮ Block length selection in the bootstrap for time series

Cites Work

• The bootstrap of the mean with arbitrary bootstrap sample size
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
• Bootstrap methods: another look at the jackknife
• The functional central limit theorem for strongly mixing processes
• The jackknife and the bootstrap for general stationary observations
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Convergence of Distributions Generated by Stationary Stochastic Processes
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