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

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Publication:1761538
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DOI10.1007/s11749-011-0275-xzbMath1367.62253OpenAlexW1975703911MaRDI QIDQ1761538

Christian Y. Robert, Silika Prohl, Paul Doukhan

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0275-x


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

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  • Log-linear Poisson autoregression
  • Weakly dependent chains with infinite memory
  • \(K\)-sample subsampling in general spaces: the case of independent time series
  • Mixing: Properties and examples
  • Data-driven efficient estimators for a partially linear model
  • Coupling for \(\tau\)-dependent sequences and applications
  • Asymptotics of weighted empirical processes of linear fields with long-range dependence
  • Subsampling the distribution of diverging statistics with applications to finance
  • Weak dependence. With examples and applications.
  • Integer-Valued GARCH Process
  • Some recent progress in count time series
  • Rooted edges of a minimal directed spanning tree on random points
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