On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
scientific article

    Statements

    On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (English)
    0 references
    18 July 1996
    0 references
    0 references
    stable limit
    0 references
    stationary
    0 references
    Poisson random measure
    0 references
    rho-mixing
    0 references
    moving block bootstrap procedure
    0 references
    normalized sums of dependent random variables
    0 references
    domain of partial attraction
    0 references
    infinitely divisible distributions
    0 references
    conditional distribution
    0 references
    0 references