Bootstrap Central Limit Theorem for Chains of Infinite Order via Markov Approximations

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We present a new approach to the bootstrap for chains of infinite order taking values on a finite alphabet. It is based on a sequential Bootstrap Central Limit Theorem for the sequence of canonical Markov approximations of the chain of infinite order. Combined with previous results on the rate of approximation this leads to a Central Limit Theorem for the bootstrapped estimator of the sample mean which is the main result of this paper.
26 pages, TeX file

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Probability, 60F05

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http://salesiana.dossiersoluciones.com/handle/123456789/75158

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0505232
 http://arxiv.org/abs/math/0505232

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arXiv