• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.253-264
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• 1999

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.

• 대한수학회지
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• 제61권4호
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• pp.713-742
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• 2024

From the ordinary notion of upper-tail quantitle function, a new concept called conditionally upper-tail quantitle function given a σ-algebra is proposed. Some basic properties of this terminology and further properties of conditionally strictly stationary sequences are derived. By means of these properties, several conditional central limit theorems for a sequence of conditionally strong mixing and conditionally strictly stationary random variables are established, some of which are the conditional versions corresponding to earlier results under non-conditional case.