BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS
نویسندگان
چکیده
منابع مشابه
Ergodic BSDEs under weak dissipative assumptions
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non degenerate. We show existence of solutions by use of coupling esti...
متن کاملEstimating Undirected Graphs Under Weak Assumptions
We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension D to increase with the sample size n. First, we prove lower bounds that show that if we want accurate inferences with low assumptions then there are limitations on the dimension as a func...
متن کاملSparse recovery under weak moment assumptions
We prove that iid random vectors that satisfy a rather weak moment assumption can be used as measurement vectors in Compressed Sensing, and the number of measurements required for exact reconstruction is the same as the best possible estimate – exhibited by a random Gaussian matrix. We then show that this moment condition is necessary, up to a log log factor. In addition, we explore the Compati...
متن کاملDegenerate U- and V -statistics under weak dependence: Asymptotic theory and bootstrap consistency
We devise a general result on the consistency of model-based bootstrap methods for U and V -statistics under easily verifiable conditions. For that purpose we derive the limit distribution of degree-2 degenerate U and V -statistics for weakly dependent Rd-valued random variables first. To this end, only some moment conditions and smoothness assumptions concerning the kernel are required. Based ...
متن کاملStrong laws of large numbers under weak assumptions with application
The employment of ‘Strong Laws of Large Numbers’ is instrumental to the analysis of system estimation and identification strategies. However, the vast bulk of such laws, as presented in the wider literature, assume independence or at least uncorrelatedness of random components and these assumptions are quite restrictive from an engineering point of view. By way of contrast, this paper shows how...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometric Theory
سال: 2018
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466617000500