On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176324711 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176324711 / rank | |||
Normal rank | |||
Latest revision as of 12:34, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables |
scientific article |
Statements
On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (English)
0 references
18 July 1996
0 references
stable limit
0 references
stationary
0 references
Poisson random measure
0 references
rho-mixing
0 references
moving block bootstrap procedure
0 references
normalized sums of dependent random variables
0 references
domain of partial attraction
0 references
infinitely divisible distributions
0 references
conditional distribution
0 references
