Comments on: Subsampling weakly dependent time series and application to extremes
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Publication:5970332
DOI10.1007/s11749-011-0272-0zbMath1367.62248OpenAlexW1980181991MaRDI QIDQ5970332
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0272-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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- Subsampling methods for genomic inference
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method
- A new weak dependence condition and applications to moment inequalities
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