Model-based Bootstrap for the estimated empirical process with weakly dependent observations

by    B. Wieczorek

Preprint series: 10-11, Reports on Stochastics and Statistics

B. Wieczorek

Preprint series: , Reports on Stochastics and Statistics

MSC:
62F40 Bootstrap, jackknife and other resampling methods
62F03 Hypothesis testing

Abstract: In this article, weak consistency of model based bootstrap procedures for the estimated empirical process is shown. The observations are assumed to be weakly dependent.

Keywords: Model-Based Bootstrap; Time Series; Empirical Process; Weak Dependence

Upload: 2010-08-12

Update: 2010 -08 -12


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