Comments on: Subsampling weakly dependent time series and application to extremes

DOI10.1007/S11749-011-0270-2zbMath1367.62266OpenAlexW2004987402MaRDI QIDQ1761536

Carlos Velasco

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0270-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cites Work

• \(K\)-sample subsampling in general spaces: the case of independent time series
• Second-order correctness of the blockwise bootstrap for stationary observations
• Unnamed Item

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