The blockwise bootstrap for general empirical processes of stationary sequences

Peter Bühlmann

Stochastic Processes and their Applications, 1995, vol. 58, issue 2, 247-265

Abstract: We apply the blockwise bootstrap for stationary observations, proposed by Künsch (1989), to empirical processes indexed by function classes which satisfy some bracketing conditions. We prove a bootstrap central limit theorem for empirical processes of stationary [beta]-mixing variables, which holds almost surely. This is done under a moment condition for the envelope function of and by assuming an exponential decay of the mixing coefficients. By using exponential inequalities we apply a chaining technique.

Keywords: Bootstrap; Bracketing; central; limit; theorem; Empirical; process; Mixing; sequence; Vapnik-Cervonenkis; Weak; convergence (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (4)

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