We propose a circular block resampling procedure to modify Künsch's moving block bootstrap. Our procedure has the special feature that the resampled data are like drawing from the empirical distribution function of dependent observations. No information is lost concerning the nature of...

By proving Chibisov-O'Reilly-type theorems for uniform empirical and quantile processes based on stationary observations, we establish a nonparametric large sample estimation theory for total time on test transforms. In particular, we obtain weak approximations for total time on test transforms...