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

DOI10.1007/s11749-011-0272-0zbMath1367.62248OpenAlexW1980181991MaRDI QIDQ5970332

Patrice Bertail

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0272-0

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)

Related Items (1)

Scaling by subsampling for big data, with applications to statistical learning

Cites Work

• Subsampling methods for genomic inference
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• A new weak dependence condition and applications to moment inequalities
• Subsampling the distribution of diverging statistics with applications to finance
• On Subsampling Estimators with Unknown Rate of Convergence
• Sample splitting with Markov chains
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