A general approach to the joint asymptotic analysis of statistics from sub-samples

DOI10.1214/14-EJS888zbMath1294.62023arXiv1305.5618MaRDI QIDQ2447093

Stanislav Volgushev, Xiao-Feng Shao

Publication date: 24 April 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5618

zbMATH Keywords

weak convergence; time series; empirical processes; sub-sampling; self-normalization; change point; compact differentiability

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

62G09: Nonparametric statistical resampling methods

91B84: Economic time series analysis

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Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA

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