{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,28]],"date-time":"2026-09-28T22:22:06Z","timestamp":1790634126103,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2002,9,24]],"date-time":"2002-09-24T00:00:00Z","timestamp":1032825600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,12]]},"abstract":"<jats:p>Presently, conditions ensuring the validity of bootstrap methods \nfor the sample mean of (possibly heterogeneous) near epoch \ndependent (NED) functions of mixing processes are unknown. Here \nwe establish the validity of the bootstrap in this context, \nextending the applicability of bootstrap methods to a class \nof processes broadly relevant for applications in economics \nand finance. Our results apply to two block bootstrap methods: \nthe moving blocks bootstrap of K\u00fcnsch (1989, <jats:italic>Annals \nof Statistics<\/jats:italic> 17, 1217\u20131241) and Liu and Singh (1992, \nin R. LePage &amp; L. Billiard (eds.), <jats:italic>Exploring the Limits \nof the Bootstrap<\/jats:italic>, 224\u2013248) and the stationary bootstrap \nof Politis and Romano (1994a, <jats:italic>Journal of the American \nStatistical Association<\/jats:italic> 89, 1303\u20131313). In particular, \nthe consistency of the bootstrap variance estimator for the \nsample mean is shown to be robust against heteroskedasticity \nand dependence of unknown form. The first-order asymptotic validity \nof the bootstrap approximation to the actual distribution of \nthe sample mean is also established in this heterogeneous NED \ncontext.<\/jats:p>","DOI":"10.1017\/s0266466602186051","type":"journal-article","created":{"date-parts":[[2008,4,21]],"date-time":"2008-04-21T10:47:01Z","timestamp":1208774821000},"page":"1367-1384","source":"Crossref","is-referenced-by-count":76,"title":["THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS"],"prefix":"10.1017","volume":"18","author":[{"given":"S\u00edlvia","family":"Gon\u00e7alves","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Halbert","family":"White","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,9,24]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602186051","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,7]],"date-time":"2019-05-07T00:18:53Z","timestamp":1557188333000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602186051\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,9,24]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2002,12]]}},"alternative-id":["S0266466602186051"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602186051","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,9,24]]}}}