The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
From MaRDI portal
Publication:397205
DOI10.1016/j.jkss.2013.09.002zbMath1306.62102OpenAlexW2019018528MaRDI QIDQ397205
Publication date: 11 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.09.002
Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Random central limit theorems for linear processes with weakly dependent innovations
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
- Bootstrapping the sample means for stationary mixing sequences
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- A new weak dependence condition and applications to moment inequalities
- 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
- Consistency of the stationary bootstrap under weak moment conditions
- A new multivariate model involving geometric sums and maxima of exponentials
- Optimal control of the surplus in an insurance policy
- Asymptotic distribution for the sum and maximum of Gaussian processes
- The joint limiting distribution of sums and maxima of stationary sequences
- Moment bounds for stationary mixing sequences
- The Stationary Bootstrap
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
- Asymptotic distribution of sum and maximum for Gaussian processes
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
This page was built for publication: The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
