Bootstrapping the empirical distribution of a linear process

被引：5
|
作者：
El Ktaibi, Farid [1 ]
Ivanoff, B. Gail [1 ]
Weber, Neville C. [2 ]
机构：
[1] Univ Ottawa, Dept Math & Stat, Ottawa, ON K1N 6N5, Canada
[2] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 93卷
基金：
澳大利亚研究理事会; 加拿大自然科学与工程研究理事会;
关键词：
Causal linear process; Empirical process; Moving block bootstrap; Goodness of fit; STATIONARY OBSERVATIONS; TIME-SERIES; SEQUENCES;
D O I：
10.1016/j.spl.2014.06.019
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The validity of the moving block bootstrap for the empirical distribution of a short memory causal linear process is established under simple conditions that do not involve mixing or association. Sufficient conditions can be expressed in terms of the existence of moments of the innovations and summability of the coefficients of the linear model. Applications to one and two sample tests are discussed. (C) 2014 Elsevier B.V. All rights reserved.
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页码：134 / 142
页数：9
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