Autor(en): | Dehling, Herold Sharipov, Olimjon Sh. Wendler, Martin |
Titel: | Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics |
Sprache (ISO): | en |
Zusammenfassung: | Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the sense of near epoch dependence, where the underlying process fulfills some mixing conditions. As parametric inference in an finite dimensional space is difficult, we show that the nonoverlapping block bootstrap is consistent. Furthermore, we show how these results can be used for degenerate von Mises-statistics. |
Schlagwörter: | absolute regularity functional time series block bootstrap Hilbert space near epoch dependence |
URI: | http://hdl.handle.net/2003/33000 http://dx.doi.org/10.17877/DE290R-13431 |
Erscheinungsdatum: | 2014-03-25 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
DP_0914_SFB823_Dehling_Sharipov_Wendler.pdf | DNB | 345.81 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
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