Second order optimality of stationary bootstrap
AbstractThis paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 11 (1991)
Issue (Month): 4 (April)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001. "Bootstrap methods for time series," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Buhlmann, Peter & Kunsch, Hans R., 1999. "Block length selection in the bootstrap for time series," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 295-310, September.
- Jeong, Jinook & Chung, Seoung, 2001. "Bootstrap tests for autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 49-69, November.
- Datta, Somnath & Sriram, T. N., 1995. "A modified bootstrap for branching processes with immigration," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 275-294, April.
- Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lahiri, Soumendra Nath, 1997. "On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 15-34, October.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.