On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables

DOI10.1214/aos/1176324711zbMath0841.62037OpenAlexW1994234882MaRDI QIDQ1906214

Soumendra Nath Lahiri

Publication date: 18 July 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324711

zbMATH Keywords

infinitely divisible distributionsstationaryconditional distributionrho-mixingPoisson random measuredomain of partial attractionstable limitmoving block bootstrap procedurenormalized sums of dependent random variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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