Weak convergence of dependent empirical measures with application to subsampling in function spaces

DOI10.1016/S0378-3758(98)00174-8MaRDI QIDQ1297576zbMATH OpenFDO

Authors Joseph P. Romano, Michael Wolf, Dimitris Politis

Publication date 30 August 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

empirical processstationary time seriessubsamplingweak convergencespectral measure

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

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• ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U_p-STATISTIC
• The Density of the Distribution of the Maximum of a Gaussian Process
• The Maximum Deviation of Sample Spectral Densities
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Cited in

(18)

• Bootstrapping the empirical distribution of a linear process
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Subsampling weakly dependent time series and application to extremes
• Model selection by resampling penalization
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences
• Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
• New methods for bias correction at endpoints and boundaries
• Asymptotics for random functions moderated by dependent noise
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• A general approach to the joint asymptotic analysis of statistics from sub-samples
• Testing for separability in structural equations
• How accurately do structural asymmetric first-price auction estimates represent true valuations?
• On the range of validity of the autoregressive sieve bootstrap
• On statistics, computation and scalability
• A survey of cross-validation procedures for model selection
• Subsampling (weighted smooth) empirical copula processes
• Bubble detection and sector trading in real time

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