Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156757 | Stochastic Processes and their Applications | 2013 | 17 Pages |
Abstract
The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall et al. (1998) [11] on functionals of Gaussian processes and Nordman and Lahiri (2005) [16] on linear processes. In particular, we allow nonlinear transforms of linear processes. Under suitable conditions on physical dependence measures, we prove the validity of the block sampling method. Its finite-sample performance is illustrated by a simulation study.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ting Zhang, Hwai-Chung Ho, Martin Wendler, Wei Biao Wu,