Consistency of the stationary bootstrap under weak moment conditions

被引：23
|
作者：
Gonçalves, S
de Jong, R
机构：
[1] Univ Montreal, CIREQ, CIRANO, Dept Sci Econ, Montreal, PQ H3C 3J7, Canada
[2] Ohio State Univ, Columbus, OH 43210 USA
来源：
ECONOMICS LETTERS | 2003年 / 81卷 / 02期
关键词：
stationary bootstrap; second moments;
D O I：
10.1016/S0165-1765(03)00192-7
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We prove the first order asymptotic validity of the stationary bootstrap of Politis and Romano [J. Am. Statistics Assoc. 89 (1994) 1303] under the existence of only slightly more than second moments. Our results improve upon previous results in the literature, which assumed finite sixth moments. (C) 2003 Published by Elsevier B.V.
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页码：273 / 278
页数：6
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