The bootstrap of the mean for strong mixing sequences under minimal conditions

It is shown that if a strongly mixing sequence satisfies the Central Limit Theorem, then it also satisfies the Moving Blocks Bootstrap Central Limit Theorem in probability, even with bootstrapped norming. Regarding bootstrap in probability, this is the best possible result along the line of Künsch (1989) and Liu and Singh (1992).

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Year of publication:	1996
Authors:	Radulovic, Dragan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 1, p. 65-72
Publisher:	Elsevier
Subject:	Moving blocks bootstrap Strong mixing

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

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