Article ID Journal Published Year Pages File Type
1151515 Statistics & Probability Letters 2014 9 Pages PDF
Abstract

The validity of the moving block bootstrap for the empirical distribution of a short memory causal linear process is established under simple conditions that do not involve mixing or association. Sufficient conditions can be expressed in terms of the existence of moments of the innovations and summability of the coefficients of the linear model. Applications to one and two sample tests are discussed.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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