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.

引用

页码：273 / 278

页数：6

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