Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena
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Publication:4361804
DOI10.2307/1428085zbMath0884.62094MaRDI QIDQ4361804
Sidney I. Resnick, Paul D. Feigin
Publication date: 5 April 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9006
bootstrap; heavy tails; autoregressive time series; Karamata's theorem; linear programming estimator; convergence of random measures
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G70: Extreme value theory; extremal stochastic processes
62G09: Nonparametric statistical resampling methods
60F17: Functional limit theorems; invariance principles
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