Moderate deviations in subsampling distribution estimation

DOI10.1090/S0002-9939-00-05551-9MaRDI QIDQ4517495zbMATH OpenFDO

Authors Patrice Bertail, Dimitris Politis, A. C. Gamst

Publication date 22 November 2000

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9939-00-05551-9

zbMATH Keywords

m-dependent sequencesmoderate deviationsnormal approximationsample meansubsampling methodology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Moderate deviations for stationary processes
• Moderate deviations for \(M\)-estimators
• A moderate deviation for associated random variables
• Subsampling
• Large deviations for subsampling from individual sequences

Cites work

• A method for the derivation of limit theorems for sums of m-dependent random variables
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Convergence of stochastic processes
• scientific article; zbMATH DE number 88839 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Large sample confidence regions based on subsamples under minimal assumptions
• Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
• On the relative performance of the block bootstrap for dependent data

Cited in

(2)

• Deviation moments of the substitution estimator and its piecewise smooth approximations
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series

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