Year: 2019
Type: preprint
Abstract: We consider the residual-based or naive bootstrap for functional autoregressions of order 1 and prove that it is asymptotically valid for, e.g., the sample mean and for empirical covariance operator estimates. As a crucial auxiliary result, we also show that the empirical distribution of the centered sample innovations converges to the distribution of the innovations with respect to the Mallows metric.
Source: arXiv (Cornell University)
Authors: Franke, Jürgen, Nyarige, Euna Gesare
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2946145707