A New Mixing Notion and Functional Central Limit Theorems for a Sieve Bootstrap in Time Series

1 June 1999

journal article
Published by JSTOR in Bernoulli

Vol. 5 (3) , 413
https://doi.org/10.2307/3318711

Abstract

We study a bootstrap method for stationary real-valued time series, which is based on the sieve of autoregressive processes. Given a sample X1,... ,Xn from a li...

Keywords

TIME SERIES
SIEVE BOOTSTRAP
FUNCTIONAL CENTRAL
CENTRAL LIMIT
LIMIT THEOREMS
NEW MIXING NOTION

This publication has 0 references indexed in Scilit: