Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151515 | Statistics & Probability Letters | 2014 | 9 Pages |
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
Authors
Farid El Ktaibi, B. Gail Ivanoff, Neville C. Weber,