Jentsch, Carsten; Paparoditis, Efstathios; Politis, … - 2014
We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and … cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank … block resampling scheme, the so-called residual based block bootstrap, is investigated and its validity for approximating …