Title of article :
Consistency of the stationary bootstrap under weak moment conditions
Author/Authors :
S?lvia Gonçalves، نويسنده , , Robert de Jong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
6
From page :
273
To page :
278
Abstract :
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
Keywords :
Stationary bootstrap , Second moments
Journal title :
Economics Letters
Serial Year :
2003
Journal title :
Economics Letters
Record number :
435297
Link To Document :
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