On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214)
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scientific article; zbMATH DE number 843019
| 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; zbMATH DE number 843019 |
Statements
On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (English)
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18 July 1996
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stable limit
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stationary
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Poisson random measure
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rho-mixing
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moving block bootstrap procedure
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normalized sums of dependent random variables
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domain of partial attraction
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infinitely divisible distributions
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conditional distribution
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