On the bootstrap and the moving block bootstrap for the maximum of a stationary process
From MaRDI portal
Publication:1298881
DOI10.1016/S0378-3758(98)00140-2zbMath0930.62046OpenAlexW2092203291MaRDI QIDQ1298881
Jun-ichiro Fukuchi, Krishna B. Athreya, Soumendra Nath Lahiri
Publication date: 13 February 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00140-2
Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09)
Related Items
Bootstrapping sample quantiles of discrete data, Comments on: Subsampling weakly dependent time series and application to extremes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- Some asymptotic theory for the bootstrap
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- On the asymptotic accuracy of Efron's bootstrap
- Some results on the influence of extremes on the bootstrap
- Bootstrap methods: another look at the jackknife
- Mixing: Properties and examples
- Confidence intervals for endpoints of a c.d.f. via bootstrap
- The jackknife and the bootstrap for general stationary observations
- Large sample confidence regions based on subsamples under minimal assumptions
- On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
- Asymptotic theory for bootstrapping the extremes
- A note on proving that the (modified) bootstrap works
- Calculating the extremal index for a class of stationary sequences
- Extremes and local dependence in stationary sequences
- On extreme values in stationary sequences