To present a resampling approach to obtain confidence intervals (CIs) and the empirical distributions for the studentized regression residuals percentiles when used as cutoff points for overweight and ...

The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. The parameter of the ...

We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and ...