Block bootstrap for the empirical process of long-range dependent data
Statistics Theory
2016-01-07 v1 Statistics Theory
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.
Cite
@article{arxiv.1601.01122,
title = {Block bootstrap for the empirical process of long-range dependent data},
author = {Johannes Tewes},
journal= {arXiv preprint arXiv:1601.01122},
year = {2016}
}