Weak convergence of dependent empirical measures with application to subsampling in function spaces

DOI10.1016/S0378-3758(98)00174-8zbMATH Open0943.60003MaRDI QIDQ1297576FDOQ1297576

Michael Wolf, Joseph P. Romano, Dimitris Politis

Publication date: 30 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

empirical processstationary time seriessubsamplingweak convergencespectral measure

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Cites Work

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Cited In (16)

• Bootstrapping the empirical distribution of a linear process
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Model selection by resampling penalization
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences
• New methods for bias correction at endpoints and boundaries
• Asymptotics for random functions moderated by dependent noise
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Testing for separability in structural equations
• How accurately do structural asymmetric first-price auction estimates represent true valuations?
• On the range of validity of the autoregressive sieve bootstrap
• A survey of cross-validation procedures for model selection
• On statistics, computation and scalability
• Subsampling (weighted smooth) empirical copula processes
• Bubble detection and sector trading in real time
• Title not available (Why is that?)

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