On the moving block bootstrap under long range dependence

S. N. Lahiri

Statistics & Probability Letters, 1993, vol. 18, issue 5, 405-413

Abstract: It is shown that, under some conditions, the moving block bootstrap provides valid approximation to the distribution of the normalized sample mean Tn for a class of long-range dependent observations if and only if Tn is asymptotically normal.

Keywords: Bootstrap; long-range; dependence; sample; mean; stationarity (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (22)

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