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Second order optimality of stationary bootstrap. (English) Zbl 0722.62016
Summary: This paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample means of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.

MSC:
62E20 Asymptotic distribution theory in statistics
62G09 Nonparametric statistical resampling methods
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