Hwang, Eunju; Shin, Dong Wan - In: Statistics & Probability Letters 82 (2012) 3, pp. 488-495
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...