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Block bootstrap for the empirical process of long-range dependent data (1601.01122v1)
Published 6 Jan 2016 in math.ST and stat.TH
Abstract: We consider long-range dependent data. It is shown that the bootstrapped empirical process of these data converges to a semi-degenerate limit. The random part of this limit is always Gaussian. Thus the bootstrap might fail when the original empirical process accomplishes a noncentral limit theorem.
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