The Bootstrap of Mean for Dependent Heterogeneous Arrays
Presently, conditions ensuring the validity of bootstrap methods for sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are known. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for application in economics and finance.
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|Date of creation:||2001|
|Date of revision:|
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