The bootstrap for empirical processes based on stationary observations

Dragan Radulovic

Stochastic Processes and their Applications, 1996, vol. 65, issue 2, 259-279

Abstract: It is shown that the blockwise bootstrap of the empirical process for a stationary [beta]-mixing sequences, indexed by VC-subgraph classes of functions, converges weakly to the appropriate Gaussian process, conditionally in probability. The conditions imposed are only marginally stronger than the best-known sufficient conditions for the regular CLT for these processes.

Keywords: Moving; blocks; bootstrap; [beta]-mixing; Empirical; processes (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (5)

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