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On the moving block bootstrap under long range dependence


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  • Lahiri, S. N.
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    It is shown that, under some conditions, the moving block bootstrap provides valid approximation to the distribution of the normalized sample mean Tn for a class of long-range dependent observations if and only if Tn is asymptotically normal.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 18 (1993)
    Issue (Month): 5 (December)
    Pages: 405-413

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    Handle: RePEc:eee:stapro:v:18:y:1993:i:5:p:405-413

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    Keywords: Bootstrap long-range dependence sample mean stationarity;


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    Cited by:
    1. Park, Daesu & Willemain, Thomas R., 1999. "The threshold bootstrap and threshold jackknife," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 187-202, August.
    2. Franco, Glaura C. & Reisen, Valderio A., 2007. "Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 546-562.
    3. Zhang, Ting & Ho, Hwai-Chung & Wendler, Martin & Wu, Wei Biao, 2013. "Block sampling under strong dependence," Stochastic Processes and their Applications, Elsevier, vol. 123(6), pages 2323-2339.
    4. Ting Zhang & Hwai-Chung Ho & Martin Wendler & Wei Biao Wu, 2013. "Block Sampling under Strong Dependence," Papers 1312.5807,
    5. Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
    6. Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universit├Ąt Hannover, Wirtschaftswissenschaftliche Fakult├Ąt.
    7. Andrea Pallini, 2000. "Resampling configurations of points through coding schemes," Statistical Methods and Applications, Springer, vol. 9(1), pages 159-182, January.


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