The Bootstrap of Mean for Dependent Heterogeneous Arrays.

Presently, conditions ensuring the validity of bootstrap methods for sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are known. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for application in economics and finance.

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Year of publication:	2001
Authors:	Goncalves, S. ; White, H.
Institutions:	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Subject:	SAMPLING \| ECONOMIC MODELS

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Series:	Cahiers de recherche.
Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	C42 - Survey Methods ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005729620