arXiv Open Access 2016

Block bootstrap for the empirical process of long-range dependent data

Johannes Tewes

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Abstrak

We consider long-range dependent data. It is shown that the bootstrapped empirical process of these data converges to a semi-degenerate limit. The random part of this limit is always Gaussian. Thus the bootstrap might fail when the original empirical process accomplishes a noncentral limit theorem.

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math.ST

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Johannes Tewes

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APA MLA BibTeX

Tewes, J. (2016). Block bootstrap for the empirical process of long-range dependent data. https://arxiv.org/abs/1601.01122

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Informasi Jurnal

Tahun Terbit: 2016
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓