Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

dc.contributor.author	Dehling, Herold
dc.contributor.author	Sharipov, Olimjon Sh.
dc.contributor.author	Wendler, Martin
dc.date.accessioned	2014-03-25T12:32:31Z
dc.date.available	2014-03-25T12:32:31Z
dc.date.issued	2014-03-25
dc.description.abstract	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.	en
dc.identifier.uri	http://hdl.handle.net/2003/33000
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-13431
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;09/2014
dc.subject	absolute regularity	en
dc.subject	functional time series	en
dc.subject	block bootstrap	en
dc.subject	Hilbert space	en
dc.subject	near epoch dependence	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

Files

Now showing 1 - 1 of 1

Now showing 1 - 1 of 1