A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

DOI10.1016/S0378-3758(98)00002-0zbMath0941.62050OpenAlexW1974746171MaRDI QIDQ1299492

George Mathew, William P. McCormick

Publication date: 10 August 2000

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00002-0

zbMATH Keywords

time seriesstationary sequencemoving block bootstrapmixing coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (4)

The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ A new multivariate model involving geometric sums and maxima of exponentials

Cites Work

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• On a loss of memory property of the maximum
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• The jackknife and the bootstrap for general stationary observations
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
• The joint limiting distribution of sums and maxima of stationary sequences
• A note on proving that the (modified) bootstrap works
• Calculating the extremal index for a class of stationary sequences
• Sums and maxima of discrete stationary processes
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• The Invariance Principle for Stationary Processes

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