The authors would like to thank our acquisitions editor Steve Quigley, who has always been enthusiastic about our proposals and always provides good advice. Also, Jackie Palmieri at Wiley for always politely reminding us when our manuscript was expected and for cheerfully accepting changes when delays become necessary. But it is that gentle push that gets us moving to completion. We also thank Dr. Jiajing Sun for her review and editing of the manuscript as well as her help putting the equations into Latex. We especially would like to thank Professor Dmitiris Politis for a nice and timely review of the entire manuscript. He also provided us with several suggestions for improving the text and some additions to the literature to take account of important ideas that we omitted. He also provided us with a number of reference that preceded Bickel, Gotze, and van Zwet (1996) on the value of taking bootstrap samples of size m less than n, as well as some other historical details for sieve bootstrap, and subsampling.