The notion of $ψ$-weak dependence and its applications to bootstrapping time series
| dc.creator | Doukhan, Paul | |
| dc.creator | Neumann, Michael H. | |
| dc.date | 2008-06-26 | |
| dc.date.accessioned | 2026-07-07T12:19:42Z | |
| dc.date.available | 2026-07-07T12:19:42Z | |
| dc.description | We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootstrap. As a typical example, we analyze autoregressive processes and their bootstrap analogues in detail and show how weak dependence can be easily derived from a contraction property of the process. Furthermore, we provide an overview of classes of processes possessing the property of weak dependence and describe important probabilistic results under such an assumption. | |
| dc.description | Published in at http://dx.doi.org/10.1214/06-PS086 the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0806.4263 | |
| dc.identifier | http://arxiv.org/abs/0806.4263 | |
| dc.identifier | Probability Surveys 2008, Vol. 5, 146-168 | |
| dc.identifier | doi:10.1214/06-PS086 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/212845 | |
| dc.subject | Probability | |
| dc.subject | 60E15 (Primary) 62E99 (Secondary) | |
| dc.title | The notion of $ψ$-weak dependence and its applications to bootstrapping time series | |
| dc.type | text |