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Article Dans Une Revue International Journal of Stochastic Analysis Année : 2020

Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy

Résumé

In the present work, we are mainly concerned with the uniform central limit theorem for a bootstrapped martingale-difference array of a function-indexed stochastic process under the uniformly integrable entropy condition. More precisely, we establish the consistency of the exchangeable bootstraps.

Dates et versions

hal-02926577 , version 1 (31-08-2020)

Identifiants

Citer

Salim Bouzebda, Nikolaos Limnios. Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy. International Journal of Stochastic Analysis, 2020, 1 (3), pp.Article 6. ⟨10.31390/josa.1.3.06⟩. ⟨hal-02926577⟩
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