The Bootstrap for Network Dependent Processes
网络依赖过程的自助法
This paper focuses on the bootstrap for network dependent processes under the conditional $ψ$-weak dependence. Such processes are distinct from other forms of random fields studied in the statistics and econometrics literature so that the existing bootstrap methods cannot be applied directly. We propose a block-based approach and a modification of the dependent wild bootstrap for constructing confidence sets for the mean of a network dependent process. In addition, we…