Blockwise bootstrapped empirical process for stationary sequences
type: Item
instance of: scholarly article
title: Blockwise bootstrapped empirical process for stationary sequences
zbMATH Open document ID: 0806.62032
published in: The Annals of Statistics
publication date: 1995-01-15T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 699875
zbMATH Keywords: Fréchet-differentiability
zbMATH Keywords: resampling
zbMATH Keywords: stationary and strong-mixing sequences
zbMATH Keywords: weak convergence
zbMATH Keywords: empirical process
zbMATH Keywords: random vectors
zbMATH Keywords: bootstrapped empirical process
zbMATH Keywords: Gaussian process
zbMATH Keywords: GM-estimates
zbMATH Keywords: autoregressive model
zbMATH Keywords: bootstrap approximation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325508
OpenAlex ID: W2059492356
DOI: 10.1214/AOS/1176325508
author: Peter Bühlmann
description: scientific article; zbMATH DE number 699875