Strong consistency of the stationary bootstrap under ψ-weak dependence

Eunju Hwang and Dong Wan Shin

Statistics & Probability Letters, 2012, vol. 82, issue 3, 488-495

Abstract: This work deals with the stationary bootstrap of Politis and Romano (1994) for theψ-weakly dependent sequences proposed by Doukhan and Louhichi (1999), establishing strong consistency of the bootstrap sample variance and the bootstrap sample mean under the dependence structure for the observed process. This extends the results of Politis and Romano (1994) and Shao and Yu (1993).

Keywords: Stationary bootstrap; Weak dependence; Sample mean; Strong consistency (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2011.12.001

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