Subsampling weakly dependent time series and application to extremes
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Publication:1761535
DOI10.1007/s11749-011-0269-8zbMath1274.62586arXiv1009.0805MaRDI QIDQ1761535
Paul Doukhan, Christian Y. Robert, Silika Prohl
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.0805
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
Related Items
On the measurement and treatment of extremes in time series, On weak dependence conditions: the case of discrete valued processes, Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis
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