Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
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Publication:476233
DOI10.1016/j.jmva.2014.09.011zbMath1302.62098arXiv1312.3870OpenAlexW2160685553MaRDI QIDQ476233
Olimjon Sh. Sharipov, Martin Wendler, Herold G. Dehling
Publication date: 28 November 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.3870
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)
Related Items (17)
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