On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881): Difference between revisions

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+Asymptotic theory for bootstrapping the extremes
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+Confidence intervals for endpoints of a c.d.f. via bootstrap
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+Some asymptotic theory for the bootstrap
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+A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
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+Calculating the extremal index for a class of stationary sequences
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+Some results on the influence of extremes on the bootstrap
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+Mixing: Properties and examples
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+Bootstrap methods: another look at the jackknife
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+On the exceedance point process for a stationary sequence
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+The jackknife and the bootstrap for general stationary observations
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+On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
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+On extreme values in stationary sequences
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+Extremes and local dependence in stationary sequences
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+Extremes and related properties of random sequences and processes
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+Large sample confidence regions based on subsamples under minimal assumptions
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+On the asymptotic accuracy of Efron's bootstrap
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+A note on proving that the (modified) bootstrap works
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