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

Published 6 Jan 2016 in math.ST and stat.TH | (1601.01122v1)

Abstract: 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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Authors (1)

Johannes Tewes

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