Consistency of the frequency domain bootstrap for differentiable functionals

DOI10.1214/20-EJS1787zbMath1459.62176MaRDI QIDQ2219221

Publication date: 19 January 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1609902185

zbMATH Keywords

bootstrap Fréchet differentiability influence function spectral measure empirical process spectral density function second-order correctness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

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