Asymptotic expansions for sums of block-variables under weak dependence

DOI10.1214/009053607000000190zbMath1132.60025arXivmath/0606739OpenAlexW3104019245MaRDI QIDQ2642750

Soumendra Nath Lahiri

Publication date: 4 September 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606739

zbMATH Keywords

Edgeworth expansionsstrong mixingblocks of blocks bootstrapmoving block bootstrapCramér's conditionStudentized statisticssecond-order correctnessmoderate deviation inequality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (4)

Edgeworth expansions for Studentized statistics under weak dependence ⋮ Asymptotic expansions for sums of block-variables under weak dependence ⋮ Fixed-smoothing asymptotics for time series ⋮ Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models

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