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

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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)

Cites Work

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Cited In (10)

• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
• A bootstrap functional central limit theorem for time-varying linear processes
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
• Bootstrapping sample quantiles of discrete data
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
• Title not available (Why is that?)
• Blockwise empirical Euclidean likelihood for weakly dependent processes

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