Baxter ` s Inequality and Sieve Bootstrap for Random Fields

  title={Baxter ` s Inequality and Sieve Bootstrap for Random Fields},
  author={Marco Meyer and Carsten Jentsch and Jens-Peter Kreiss},
The concept of the autoregressive (AR) sieve bootstrap is investigated for the case of spatial processes in Z. This procedure fits AR models of increasing order to the given data and, via resampling of the residuals, generates bootstrap replicates of the sample. The paper explores the range of validity of this resampling procedure and provides a general check criterion which allows to decide whether the AR sieve bootstrap asymptotically works for a specific statistic of interest or not. The… CONTINUE READING


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