Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy

Published in Journal of Stochastic Analysis, 2020

S. Bouzebda and N. Limnios

In the present work, we are mainly concerned with the uniform central limit theorem for a bootstrapped martingale-difference array of a function-indexed stochastic process under the uniformly integrable entropy condition. More precisely, we establish the consistency of the exchangeable bootstraps.

Download paper here