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April 1998 On the blockwise bootstrap for empirical processes for stationary sequences
Magda Peligrad
Ann. Probab. 26(2): 877-901 (April 1998). DOI: 10.1214/aop/1022855654

Abstract

In this paper, we study the weak convergence to an appropriate Gaussian process of the empirical process of the block-based bootstrap estimator proposed by Künsch for stationary sequences. The classes of processes investigated are weak dependent and associated sequences. We also prove that, differently from the independent situation, the bootstrapped estimator of the mean of certain dependent sequences satisfies the central limit theorem while the mean of the original sequence does not.

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Magda Peligrad. "On the blockwise bootstrap for empirical processes for stationary sequences." Ann. Probab. 26 (2) 877 - 901, April 1998. https://doi.org/10.1214/aop/1022855654

Information

Published: April 1998
First available in Project Euclid: 31 May 2002

zbMATH: 0932.62055
MathSciNet: MR1626543
Digital Object Identifier: 10.1214/aop/1022855654

Subjects:
Primary: 60F19, 62G05
Secondary: 60F05, 60G10, 62G09, 62G30

Rights: Copyright © 1998 Institute of Mathematical Statistics

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Vol.26 • No. 2 • April 1998
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