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

DOI10.1016/J.JKSS.2013.09.002MaRDI QIDQ397205zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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• Consistency of the stationary bootstrap under weak moment conditions
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• Moment bounds for stationary mixing sequences
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• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
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• The Stationary Bootstrap
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• The jackknife and the bootstrap for general stationary observations
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• The joint limiting distribution of sums and maxima of stationary sequences

Cited in

(2)

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

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