Comment on: Subsampling weakly dependent time series and application to extremes

DOI10.1007/s11749-011-0271-1zbMath1367.62249OpenAlexW2020175696MaRDI QIDQ1761537

Francesco Bravo

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0271-1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cites Work

• Unnamed Item
• Heterogeneous INAR(1) model with application to car insurance
• Subsampling for heteroskedastic time series
• Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• Analysis of low count time series data by poisson autoregression
• Nonparametric Likelihood Confidence Bands for a Distribution Function

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