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dc.contributor.authorDehling, Herold-
dc.contributor.authorSharipov, Olimjon Sh.-
dc.contributor.authorWendler, Martin-
dc.date.accessioned2014-03-25T12:32:31Z-
dc.date.available2014-03-25T12:32:31Z-
dc.date.issued2014-03-25-
dc.identifier.urihttp://hdl.handle.net/2003/33000-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-13431-
dc.description.abstractStatistical 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.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;09/2014-
dc.subjectabsolute regularityen
dc.subjectfunctional time seriesen
dc.subjectblock bootstrapen
dc.subjectHilbert spaceen
dc.subjectnear epoch dependenceen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleBootstrap for dependent Hilbert space-valued random variables with application to von Mises statisticsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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