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Volumn 81, Issue 2, 2003, Pages 273-278

Consistency of the stationary bootstrap under weak moment conditions

Author keywords

Second moments; Stationary bootstrap

Indexed keywords


EID: 17744410081     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(03)00192-7     Document Type: Article
Times cited : (29)

References (10)
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  • 3
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    • Gonçalves S. White H. The bootstrap of the mean for dependent heterogeneous arrays Econometric Theory 18 2002 1367-1384
    • (2002) Econometric Theory , vol.18 , pp. 1367-1384
    • Gonçalves, S.1    White, H.2
  • 4
    • 0142032773 scopus 로고    scopus 로고
    • Regression Analysis with Many Specifications: A Bootstrap Method to Robust Inference
    • Brown University mimeo
    • Hansen P. Regression Analysis with Many Specifications: A Bootstrap Method to Robust Inference 2003 Brown University mimeo
    • (2003)
    • Hansen, P.1
  • 5
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    • The jackknife and the bootstrap for general stationary observations
    • Künsch H.R. The jackknife and the bootstrap for general stationary observations Annals of Statistics 17 1989 1217-1241
    • (1989) Annals of Statistics , vol.17 , pp. 1217-1241
    • Künsch, H.R.1
  • 6
    • 0033243868 scopus 로고    scopus 로고
    • Theoretical comparisons of block bootstrap methods
    • Lahiri S.N. Theoretical comparisons of block bootstrap methods Annals of Statistics 27 1999 386-404
    • (1999) Annals of Statistics , vol.27 , pp. 386-404
    • Lahiri, S.N.1
  • 7
    • 0001180494 scopus 로고
    • Moving blocks jackknife and bootstrap capture weak dependence
    • R. LePage, & L. Billiard (Eds.), New York: Wiley
    • Liu R.Y. Singh K. Moving blocks jackknife and bootstrap capture weak dependence In: LePage R. Billiard L. (Eds.) Exploring the Limits of the Bootstrap 1992 224-248 Wiley New York
    • (1992) Exploring the Limits of the Bootstrap , pp. 224-248
    • Liu, R.Y.1    Singh, K.2
  • 8
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    • A maximal inequality and dependent strong laws
    • McLeish D.L. A maximal inequality and dependent strong laws Annals of Probability 5 1975 616-621
    • (1975) Annals of Probability , vol.5 , pp. 616-621
    • McLeish, D.L.1
  • 10
    • 0000028873 scopus 로고    scopus 로고
    • A reality check for data snooping
    • White H. A reality check for data snooping Econometrica 68 2000 1097-1126
    • (2000) Econometrica , vol.68 , pp. 1097-1126
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.