Blockwise bootstrap of the estimated empirical process based on $$\psi $$ ψ -weakly dependent observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-015-9120-2.pdf
Reference26 articles.
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4. Bühlmann P (1994) Blockwise bootstrapped empirical process for stationary sequences. Ann Stat 22:995–1012
5. Bühlmann P (1995) The blockwise bootstrap for general empirical processes of stationary sequences. Stoch Proc Appl 58:247–265
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