Another look at the disjoint blocks bootstrap

DOI10.1007/s11749-007-0091-5zbMath1203.62073MaRDI QIDQ619092

Dragan Radulovic

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0091-5

zbMATH Keywords

time series; empirical processes; dependence

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

62G09: Nonparametric statistical resampling methods

Related Items

Bootstrapping the empirical distribution of a linear process, Change-point detection and bootstrap for Hilbert space valued random fields, Bootstrapping the empirical distribution of a stationary process with change-point, A general approach to the joint asymptotic analysis of statistics from sub-samples, Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes, Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence

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