Showing 1 - 2 of 2
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...
Persistent link: https://www.econbiz.de/10009360661
This paper weakens the size and moment conditions needed for typical block bootstrap methods (i.e. the moving blocks, circular blocks, and stationary bootstraps) to be valid for the sample mean of Near-Epoch-Dependent functions of mixing processes; they are consistent under the weakest...
Persistent link: https://www.econbiz.de/10009319992