A general approach to the joint asymptotic analysis of statistics from sub-samples
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Publication:2447093
DOI10.1214/14-EJS888zbMath1294.62023arXiv1305.5618MaRDI QIDQ2447093
Stanislav Volgushev, Xiao-Feng Shao
Publication date: 24 April 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.5618
weak convergencetime seriesempirical processessub-samplingself-normalizationchange pointcompact differentiability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Economic time series analysis (91B84)
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