by B. Wieczorek
Preprint series: 10-11, Reports on Stochastics and Statistics
Preprint series: , Reports on Stochastics and Statistics
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
Update: 2010 -08 -12