Bootstrapping point processes with some applications

DOI10.1016/S0304-4149(99)00052-6zbMath0997.60053WikidataQ126989484 ScholiaQ126989484MaRDI QIDQ1613654

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

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

Related Items (8)

Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations ⋮ Return and Value at Risk using the Dirichlet Process ⋮ Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law ⋮ Extremal quantile treatment effects ⋮ An alternative to the \(m\) out of \(n\) bootstrap ⋮ Bootstrapping convex hulls ⋮ Option pricing for infinite variance data ⋮ On the bootstrap in cube root asymptotics

Cites Work

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• The bootstrap of the mean with arbitrary bootstrap sample size
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Bootstrap of the mean in the infinite variance case
• Some asymptotic theory for the bootstrap
• Some results on the influence of extremes on the bootstrap
• On the bootstrap of the sample mean in the infinite variance case
• Bootstrapping convex hulls
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Point processes, regular variation and weak convergence
• Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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