Bootstrapping the sample means for stationary mixing sequences

DOI10.1016/0304-4149(93)90113-IzbMath0802.62048MaRDI QIDQ1313135

Hao Yu, Qui-Man Shao

Publication date: 7 December 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

bootstrapalpha-mixingrho-mixingempirical distributiondependencydependent observationsphi-mixingbootstrapping sample meanscircular block resampling proceduregeneral stationary sequence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (20)

ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS ⋮ Resampling time series using missing values techniques ⋮ Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes ⋮ Robust inference of risks of large portfolios ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Weak approximations for quantile processes of stationary sequences ⋮ Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ A bootstrap for point processes ⋮ On bootstrap inference in cointegrating regressions ⋮ A block bootstrap comparison for sparse chains ⋮ A semiparametric additive rate model for a modulated renewal process ⋮ Theoretical comparisons of block bootstrap methods ⋮ Estimation of total time on test transforms for stationary observations ⋮ Bootstrap forU-statistics: a new approach ⋮ Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data ⋮ On the blockwise bootstrap for empirical processes for stationary sequences

Cites Work

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• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Invariance principles for mixing sequences of random variables
• Complete convergence for \(\alpha{}\)-mixing sequences
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Resampling estimation when observations are m–dependent
• A Note on the Central Limit Theorems for Dependent Random Variables
• Moment bounds for stationary mixing sequences
• Some Limit Theorems for Stationary Processes

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