On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214): Difference between revisions
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Revision as of 04:35, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables |
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On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (English)
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18 July 1996
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stable limit
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stationary
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Poisson random measure
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rho-mixing
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moving block bootstrap procedure
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normalized sums of dependent random variables
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domain of partial attraction
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infinitely divisible distributions
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conditional distribution
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