IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v24y2012i2p343-357.html
   My bibliography  Save this article

Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean

Author

Listed:
  • Dragan Radulović

Abstract

For strictly stationary sequences Xi, we study the relations between statistics Zn=n−1/2∑ (Xi−EXi) and its Bootstrap counterpart We establish sufficient and necessary conditions for Central Limit Theorem in this setting and generalise the cases for which converges to Gaussian limit, while Zn fails to do so. In addition, we establish Bootstrap Central Limit Theorem without mixing conditions and identify the cases for which and Zn are asymptotically close, while both fail to converge in distribution.

Suggested Citation

  • Dragan Radulović, 2012. "Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 343-357.
    • Handle: RePEc:taf:gnstxx:v:24:y:2012:i:2:p:343-357
    DOI: 10.1080/10485251003663517
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485251003663517
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/10485251003663517?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Schweer, Sebastian & Wichelhaus, Cornelia, 2015. "Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 233-253.
    2. El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C., 2014. "Bootstrapping the empirical distribution of a linear process," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 134-142.
    3. Dominik Wied, 2017. "A nonparametric test for a constant correlation matrix," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1157-1172, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:gnstxx:v:24:y:2012:i:2:p:343-357. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.