scientific article; zbMATH DE number 1149775

MaRDI QIDQ4387153zbMATH OpenFDO

Authors Dragan Radulović

Publication date 2 December 1998

zbMATH Keywords

blockwise bootstrapbootstrap central limit theoremempirical processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Recommendations

• The bootstrap for empirical processes based on stationary observations
• The blockwise bootstrap for general empirical processes of stationary sequences
• On the blockwise bootstrap for empirical processes for stationary sequences

Cited in

(8)

• Bootstrapping the sample means for stationary mixing sequences
• Block length selection in the bootstrap for time series
• Bootstraps for time series
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
• scientific article; zbMATH DE number 1944038 (Why is no real title available?)
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• Another look at the disjoint blocks bootstrap

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