Block Bootstrap Consistency Under WeakAssumptions

This paper weakens the size and moment conditions needed for typical blockbootstrap methods (i.e. the moving blocks, circular blocks, and stationary boot-straps) to be valid for the sample mean of Near-Epoch-Dependent functions ofmixing processes; they are consistent under the weakest conditions that ensurethe original process obeys a Central Limit Theorem (those of de Jong, 1997,Econometric Theory). In doing so, this paper extends de Jong's method ofproof, a blocking argument, to hold with random and unequal block lengths.This paper also proves that bootstrapped partial sums satisfy a Functional CLTunder the same conditions.[...]