On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables

DOI10.1214/aos/1176324711zbMath0841.62037OpenAlexW1994234882MaRDI QIDQ1906214

Soumendra Nath Lahiri

Publication date: 18 July 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324711

zbMATH Keywords

infinitely divisible distributionsstationaryconditional distributionrho-mixingPoisson random measuredomain of partial attractionstable limitmoving block bootstrap procedurenormalized sums of dependent random variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Bootstraps for time series ⋮ Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ On asymptotic properties of bootstrap for AR(1) processes ⋮ LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS ⋮ Moment condition tests for heavy tailed time series ⋮ Theoretical comparisons of block bootstrap methods ⋮ On the bootstrap and the moving block bootstrap for the maximum of a stationary process ⋮ Recent developments in bootstrapping time series

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