BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS

DOI10.1017/S0266466617000500zbMath1406.62091OpenAlexW1508983422MaRDI QIDQ4554607

Gray Calhoun

Publication date: 9 November 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466617000500

zbMATH Keywords

central limit theoremblock bootstrapfunctional CLT

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Bootstrap-assisted tests of symmetry for dependent data ⋮ Loss function-based change point detection in risk measures ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function

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