Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, … - 2015
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 …