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Subject
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Abhängigkeit 1 Bootstrap-Statistik 1 Resampling 1 Zeitreihe 1 Zentraler Grenzwertsatz 1 depenence 1 resamplin 1
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Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Calhoun, Gray 1
Institution
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Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 1
Published in...
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IOWA State University - Department of Economics - Working Papers 1 Working Paper No. 11017 1
Source
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USB Cologne (business full texts) 1
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Block Bootstrap Consistency Under WeakAssumptions
Calhoun, Gray - Iowa State University of Science and Technology <Ames, … - 2011
This paper weakens the size and moment conditions needed for typical blockbootstrap methods (i.e. the moving blocks, circular blocks, and stationary boot-straps) to be valid for the sample mean of Near-Epoch-Dependent functions ofmixing processes; they are consistent under the weakest conditions...
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