The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences

DOI10.1016/J.JKSS.2013.09.002zbMATH Open1306.62102OpenAlexW2019018528MaRDI QIDQ397205FDOQ397205

Eunju Hwang

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.09.002

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zbMATH Keywords

strong mixingstationary bootstrapstationary processesjoint distribution of sum and maximum

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Stationary stochastic processes (60G10)

Cites Work

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• Asymptotic distribution for the sum and maximum of Gaussian processes
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• Asymptotic distribution of sum and maximum for Gaussian processes
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• A new weak dependence condition and applications to moment inequalities
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• Bootstrapping the sample means for stationary mixing sequences
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• Consistency of the stationary bootstrap under weak moment conditions
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
• A new multivariate model involving geometric sums and maxima of exponentials
• Optimal control of the surplus in an insurance policy
• The joint limiting distribution of sums and maxima of stationary sequences
• Title not available (Why is that?)
• Random central limit theorems for linear processes with weakly dependent innovations
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• Limit distribution of the sum and maximum from multivariate Gaussian sequences

Cited In (2)

• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
• Algorithm for calculation of joint distribution of bootstrap sample elements

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