The bootstrap for empirical processes based on stationary observations

It is shown that the blockwise bootstrap of the empirical process for a stationary [beta]-mixing sequences, indexed by VC-subgraph classes of functions, converges weakly to the appropriate Gaussian process, conditionally in probability. The conditions imposed are only marginally stronger than the best-known sufficient conditions for the regular CLT for these processes.

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Year of publication:	1996
Authors:	Radulovic, Dragan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 65.1996, 2, p. 259-279
Publisher:	Elsevier
Keywords:	Moving blocks bootstrap [beta]-mixing Empirical processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875783