Strong consistency of the stationary bootstrap under ψ-weak dependence

This work deals with the stationary bootstrap of Politis and Romano (1994) for theψ-weakly dependent sequences proposed by Doukhan and Louhichi (1999), establishing strong consistency of the bootstrap sample variance and the bootstrap sample mean under the dependence structure for the observed process. This extends the results of Politis and Romano (1994) and Shao and Yu (1993).

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Year of publication:	2012
Authors:	Hwang, Eunju ; Shin, Dong Wan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 488-495
Publisher:	Elsevier
Subject:	Stationary bootstrap \| Weak dependence \| Sample mean \| Strong consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040089