Comments on: Subsampling weakly dependent time series and application to extremes

DOI10.1007/S11749-011-0272-0MaRDI QIDQ5970332zbMATH OpenOpenAlexFDO

Authors Patrice Bertail

Publication date 15 November 2012

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-011-0272-0

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A new weak dependence condition and applications to moment inequalities
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• scientific article; zbMATH DE number 1239649 (Why is no real title available?)
• On Subsampling Estimators with Unknown Rate of Convergence
• On the choice of m in the m out of n bootstrap and confidence bounds for extrema
• Sample splitting with Markov chains
• Subsampling methods for genomic inference
• Subsampling the distribution of diverging statistics with applications to finance

Cited in

(2)

• Scaling by subsampling for big data, with applications to statistical learning
• Optimal choice of bootstrap block length for periodically correlated time series

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