Strong consistency of the stationary bootstrap under ψ-weak dependence

Eunju Hwang, Dong Wan Shin

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)488-495
Number of pages8
JournalStatistics and Probability Letters
Volume82
Issue number3
DOIs
StatePublished - 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

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