In this paper, we show the first order validity of the block bootstrap in the context of Kolmogorov type conditional … empirical process version of the block bootstrap to the case of non vanishing parameter estimation error. The findings from …

This paper introduces a new block bootstrap which is valid for recursive m-estimators, in the sense that its use … used more frequently than temporally subsequent observations. This introduces a bias to the usual block bootstrap. We … to a bootstrap without adjustment, and (ii) the suggested bootstrap is as reliable as the standard block bootstrap within …

structure compared to conventional least squares methods. For robust standard error estimation, this study uses a block … bootstrap procedure taking account of heteroskedasticity and autocorrelation in the error term. We also suggest a simple …