On the Bootstrap and Empirical Processes for Dependent Sequences

Dragan Radulović ()
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Dragan Radulović: Princeton University, Program in Applied and Computational Mathematics, Department of Mathematics

A chapter in Empirical Process Techniques for Dependent Data, 2002, pp 345-364 from Springer

Abstract: Abstract The goal of this paper is to describe recent advances in empirical processes theory and several bootstraps for dependent data. We will address both theory and applications. The first three sections deal with the heuristics, motivation, statement of results and applications. The last section is devoted to mathematical techniques behind the theory. Although some results presented here are new (bootstrap for Markov chains), this is not a research paper, and the presented proofs do not contain all the details.

Keywords: Markov Chain; Central Limit Theorem; Marginal Distribution; Stationary Sequence; Empirical Process (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0099-4_13

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DOI: 10.1007/978-1-4612-0099-4_13

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