论文标题
bootstrap功能性中心极限定理，用于时变线性过程
A bootstrap functional central limit theorem for time-varying linear processes
论文作者
论文摘要
我们为可能具有随时间变化的系数的非因果多元线性过程提供了一类平滑函数的功能性中心限制定理。由于限制过程取决于未知数量，因此我们提出了一个本地块引导程序，以避免在实际应用中给您带来的不便。特别是，我们证明了一个非常广泛的过程的自举效度。我们的结果通过一些数值示例来说明。
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a local block bootstrap procedure to circumvent this inconvenience in practical applications. In particular, we prove bootstrap validity for a very broad class of processes. Our results are illustrated by some numerical examples.
