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

DOI10.1016/j.jkss.2013.09.002zbMath1306.62102OpenAlexW2019018528MaRDI QIDQ397205

Eun-Ju 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 processesstationary bootstrapjoint distribution of sum and maximum

Mathematics Subject Classification ID

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

Cites Work

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• The joint limiting distribution of sums and maxima of stationary sequences
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• The Stationary Bootstrap
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Asymptotic distribution of sum and maximum for Gaussian processes
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model

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