%0 Journal Article
%T The notion of $¦×$-weak dependence and its applications to bootstrapping time series
%A Paul Doukhan
%A Michael H. Neumann
%J Mathematics
%D 2008
%I arXiv
%R 10.1214/06-PS086
%X We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootstrap. As a typical example, we analyze autoregressive processes and their bootstrap analogues in detail and show how weak dependence can be easily derived from a contraction property of the process. Furthermore, we provide an overview of classes of processes possessing the property of weak dependence and describe important probabilistic results under such an assumption.
%U http://arxiv.org/abs/0806.4263v1