Blockwise Bootstrap for the estimated empirical process based on weakly dependent observations

by    B. Wieczorek

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

B. Wieczorek

Preprint series: , Reports on Stochastics and Statistics

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

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

Upload: 2010-08-12

Update: 2010 -08 -12

The author(s) agree, that this abstract may be stored as full text and distributed as such by abstracting services.