Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576)
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scientific article; zbMATH DE number 1329412
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| English | Weak convergence of dependent empirical measures with application to subsampling in function spaces |
scientific article; zbMATH DE number 1329412 |
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Weak convergence of dependent empirical measures with application to subsampling in function spaces (English)
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30 August 2000
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The problem of inference for a parameter of a stationary time series, where the parameter takes values in a metric space, is considered. The authors develop an asymptotic theory based on subsampling to approximate the distribution of estimators for such parameters.
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empirical process
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spectral measure
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stationary time series
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subsampling
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weak convergence
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0.7897315621376038
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0.7847633957862854
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0.759512722492218
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0.7566789984703064
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