Abstract
This work deals with the stationary bootstrap of Politis and Romano (1994) for theψ-weakly dependent sequences proposed by Doukhan and Louhichi (1999), establishing strong consistency of the bootstrap sample variance and the bootstrap sample mean under the dependence structure for the observed process. This extends the results of Politis and Romano (1994) and Shao and Yu (1993).
Original language | English |
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Pages (from-to) | 488-495 |
Number of pages | 8 |
Journal | Statistics and Probability Letters |
Volume | 82 |
Issue number | 3 |
DOIs | |
State | Published - Mar 2012 |
Bibliographical note
Funding Information:The authors are very grateful for the constructive and valuable comments of two anonymous referees. This work was supported by the Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education Science and Technology ( 2011-0022979 ).
Keywords
- Primary
- Sample mean
- Secondary
- Stationary bootstrap
- Strong consistency
- Weak dependence