Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Block Bootstrapped Empirical Process for Dependent Sequences

  • Kim, Tae-Yoon (Department of Mathematics and Statistics, Keimyung University)
  • Published : 1999.06.01
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Abstract

Conditinal weakly convergence of the blockwise bootstrapped empirical process for stationary sequences to the appropriate Gaussian process is reestablished particularly for severely dependent $\alpha$-mixing sequences. Issue of block size is discussed from the point of validity of bootstrap method.

Keywords

References

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