Strong consistency of the stationary bootstrap under ψ-weak dependence

Eunju Hwang; Dong Wan Shin

doi:10.1016/j.spl.2011.12.001

Strong consistency of the stationary bootstrap under ψ-weak dependence

Eunju Hwang, Dong Wan Shin

Department of Statistics

Research output: Contribution to journal › Article › peer-review

12 Scopus citations

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
Pages (from-to)	488-495
Number of pages	8
Journal	Statistics and Probability Letters
Volume	82
Issue number	3
DOIs	https://doi.org/10.1016/j.spl.2011.12.001
State	Published - Mar 2012

Keywords

Primary
Sample mean
Secondary
Stationary bootstrap
Strong consistency
Weak dependence

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10.1016/j.spl.2011.12.001

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title = "Strong consistency of the stationary bootstrap under ψ-weak dependence",

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).",

keywords = "Primary, Sample mean, Secondary, Stationary bootstrap, Strong consistency, Weak dependence",

author = "Eunju Hwang and Shin, {Dong Wan}",

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 ).",

year = "2012",

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doi = "10.1016/j.spl.2011.12.001",

language = "English",

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journal = "Statistics and Probability Letters",

issn = "0167-7152",

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T1 - Strong consistency of the stationary bootstrap under ψ-weak dependence

AU - Hwang, Eunju

AU - Shin, Dong Wan

N1 - 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 ).

PY - 2012/3

Y1 - 2012/3

N2 - 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).

AB - 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).

KW - Primary

KW - Sample mean

KW - Secondary

KW - Stationary bootstrap

KW - Strong consistency

KW - Weak dependence

UR - http://www.scopus.com/inward/record.url?scp=84855283923&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2011.12.001

DO - 10.1016/j.spl.2011.12.001

M3 - Article

AN - SCOPUS:84855283923

SN - 0167-7152

VL - 82

SP - 488

EP - 495

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

Strong consistency of the stationary bootstrap under ψ-weak dependence

Abstract

Keywords

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