Subsampling weakly dependent time series and application to extremes (Q1761535): Difference between revisions

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+W2062114054
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+.0805
@@ Property / arXiv ID: 1009.0805 / rank @@
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+Extreme value theory for a class of discrete distributions with applications to some stochastic processes
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+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Subsampling the distribution of diverging statistics with applications to finance
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+Q4352611
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
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+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
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+Mixing: Properties and examples
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+A simple integer-valued bilinear time series model
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+A new weak dependence condition and applications to moment inequalities
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+Weak dependence, models and some applications
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+A LARCH(∞) Vector Valued Process
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+Q5420975
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+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
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+Extremes of integer-valued moving average sequences
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+The jackknife and the bootstrap for general stationary observations
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+On extreme values in stationary sequences
@@ Property / cites work: On extreme values in stationary sequences / rank @@
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+Extremes and related properties of random sequences and processes
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+On optimal spatial subsample size for variance estimation
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+Extreme values for stationary and Markov sequences
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+Large sample confidence regions based on subsamples under minimal assumptions
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+A sliding blocks estimator for the extremal index
@@ Property / cites work: A sliding blocks estimator for the extremal index / rank @@
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