Strong consistency of the stationary bootstrap under ψψ-weak dependence

This work deals with the stationary bootstrap of Politis and Romano (1994) for theψψ-weakly dependent sequences proposed by Doukhan and Louhichi (1999), establishing strong consistency of the bootstrap sample variance and the bootstrap sample mean under the dependence structure for the observed process. This extends the results of Politis and Romano (1994) and Shao and Yu (1993).