Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean

Dragan Radulović

Journal of Nonparametric Statistics, 2012, vol. 24, issue 2, 343-357

Abstract: For strictly stationary sequences Xi, we study the relations between statistics Zn=n−1/2∑ (Xi−EXi) and its Bootstrap counterpart We establish sufficient and necessary conditions for Central Limit Theorem in this setting and generalise the cases for which converges to Gaussian limit, while Zn fails to do so. In addition, we establish Bootstrap Central Limit Theorem without mixing conditions and identify the cases for which and Zn are asymptotically close, while both fail to converge in distribution.

Date: 2012
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/10485251003663517

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