Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Abstract

A correction on the optimal block size algorithms of Politis and White (2004 Politis , D. N. , White , H. ( 2004 ). Automatic block-length selection for the dependent bootstrap . Econometric Reviews 23 ( 1 ): 53 – 70 .[Taylor & Francis Online] , [Google Scholar]) is given following a correction of Lahiri's (Lahiri 1999 Lahiri , S. N. ( 1999 ). Theoretical comparisons of block bootstrap methods . Annals of Statistics 27 : 386 – 404 .[Crossref], [Web of Science ®] , [Google Scholar]) theoretical results by Nordman (2008 Nordman , D. J. ( 2008 ). A note on the stationary bootstrap's variance . Annals of Statistics (to appear) . [Google Scholar]).