  The paper considers the block sampling method for long-range dependent
processes. Our theory generalizes earlier ones by Hall, Jing and Lahiri (1998)
on functionals of Gaussian processes and Nordman and Lahiri (2005) on linear
processes. In particular, we allow nonlinear transforms of linear processes.
Under suitable conditions on physical dependence measures, we prove the
validity of the block sampling method. The problem of estimating the
self-similar index is also studied.
