On the moving block bootstrap under long range dependence
AbstractIt 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 InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 18 (1993)
Issue (Month): 5 (December)
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- 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.
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