The Bootstrap of Mean for Dependent Heterogeneous Arrays

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Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2018, background): “Note that the linear correlation between (Xi; Xj) is ij;X Corr [Xi; Xj ] = i j q 1 + (2)i 1 + (2)j g ( i; j) (25)”
Information in the Revision Process of Real-Time Datasets (2008, unknown): “In this case, asymptotically valid critical values for M1,T can be obtained via the conditional p-value approach of Hansen (1996a) and de Jong (1996), and asymptotically valid critical values for M2,P can be obtained using the generalization of the conditional p-value approach due to Corradi and Swa”
Multi-Horizon Forecast Comparison (2019, unknown): “See Gonc¸alves and White (2002) for details.”
Bootstrap Standard Error Estimates for Linear Regression (2005, methodology): “For time series observations, the moving blocks bootstrap (MBB) introduced by Künsch (1989) and Liu and Singh (1992a) has been shown to consistently estimate the variance of the sample mean under weak dependence and heterogeneity assumptions (see Gonçalves and White 2002).”