The Bootstrap of Mean for Dependent Heterogeneous Arrays

Silvia Goncalves () and Halbert White

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Abstract: Presently, conditions ensuring the validity of bootstrap methods for sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are known. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for application in economics and finance.

Keywords: SAMPLING; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C40 C42 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2001
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Citations: View citations in EconPapers (5)

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Related works:
Journal Article: THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS (2002)
Working Paper: The Bootstrap of the Mean for Dependent Heterogeneous Arrays (2001)
Working Paper: The Bootstrap of Mean for Dependent Heterogeneous Arrays (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:2001-19

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