Bootstrapping point processes with some applications

DOI10.1016/S0304-4149(99)00052-6MaRDI QIDQ1613654zbMATH OpenWikidataFDO

Authors R. Smith

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

bootstrappoint processextremes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3636993 (Why is no real title available?)
• scientific article; zbMATH DE number 1089177 (Why is no real title available?)
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Bootstrap of the mean in the infinite variance case
• Bootstrapping convex hulls
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena
• On the bootstrap of the sample mean in the infinite variance case
• Point processes, regular variation and weak convergence
• Some asymptotic theory for the bootstrap
• Some results on the influence of extremes on the bootstrap
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• The bootstrap of the mean with arbitrary bootstrap sample size

Cited in

(11)

• Quasi-Bayesian Inference for Production Frontiers
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law
• An alternative to the \(m\) out of \(n\) bootstrap
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
• Bootstrapping convex hulls
• On the bootstrap in cube root asymptotics
• Extremal quantile treatment effects
• Option pricing for infinite variance data
• Return and Value at Risk using the Dirichlet Process
• A bootstrap for point processes
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations

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