Blockwise Bootstrapped Empirical Process for Stationary Sequences
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Blockwise Bootstrapped Empirical Processes for Stationary Random Fields with Statistical Applications
In this article, we consider a stationary α-mixing random field in IR. Under a large-sample scheme that is a mixture of the so-called “infill” and “increasing domain” asymptotics, we establish a functional central limit theorem for the empirical processes of this random field. Further, we apply a blockwise bootstrap to the samples. Under the condition that the side length of the block λl = O(λn...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1994
ISSN: 0090-5364
DOI: 10.1214/aos/1176325508