THE BOOTSTRAP FOR EMPIRICAL PROCESSES BASED ON STATIONARY OBSERVATIONS

Authors
RADULOVIC D
Citation
D. Radulovic, THE BOOTSTRAP FOR EMPIRICAL PROCESSES BASED ON STATIONARY OBSERVATIONS, Stochastic processes and their applications, 65(2), 1996, pp. 259-279
Citations number
33
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
65
Issue
2
Year of publication
1996
Pages
259 - 279
Database
ISI
SICI code
0304-4149(1996)65:2<259:TBFEPB>2.0.ZU;2-N
Abstract
It is shown that the blockwise bootstrap of the empirical process for a stationary beta-mixing sequences, indexed by VC-subgraph classes of functions, converges weakly to the appropriate Gaussian process, condi tionally in probability. The conditions imposed are only marginally st ronger than the best-known sufficient conditions for the regular CLT f or these processes.