Blockwise bootstrap of the estimated empirical process based on -weakly dependent observations

DOI10.1007/S11203-015-9120-2zbMATH Open1356.62058OpenAlexW2469042007MaRDI QIDQ265671FDOQ265671

Authors Barbara Wieczorek

Publication date 4 April 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-015-9120-2

zbMATH Keywords

weak dependenceblockwise bootstrapestimated empirical process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3907575 (Why is no real title available?)
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• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
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• Bootstrap based goodness-of-fit-tests
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• Convergence of stochastic processes
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• Non-strong mixing autoregressive processes
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• Parametric bootstrap tests for continuous and discrete distributions
• Resampling methods for dependent data
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• Theoretical comparisons of block bootstrap methods
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

Cited in

(10)

• A bootstrap functional central limit theorem for time-varying linear processes
• Blockwise empirical Euclidean likelihood for weakly dependent processes
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
• Bootstrapping sample quantiles of discrete data
• Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
• scientific article; zbMATH DE number 854585 (Why is no real title available?)

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