by B. Wieczorek
Preprint series: 10-10, Reports on Stochastics and Statistics
Preprint series: , Reports on Stochastics and Statistics
Abstract: The estimated empirical process is often used for testing the hypothesis wether the stationary distribution of time series data belongs to a certain parametric class. As the limit distributions of test statistics depend on the unknown parameter, the bootstrap is one way to approximate the unknown distribution. In this work, we consider blockwise bootstrap for the estimated emprical process when the observations are weakly dependent.
Keywords: Estimated emprical process; Blockwise Bootstrap; Weak dependence
Update: 2010 -08 -12