Weak convergence of dependent empirical measures with application to subsampling in function spaces
type: Item
instance of: scholarly article
title: Weak convergence of dependent empirical measures with application to subsampling in function spaces
zbMATH Open document ID: 0943.60003
DOI: 10.1016/S0378-3758(98)00174-8
author: Joseph P. Romano
author: Michael Wolf
author: Dimitris Politis
published in: Journal of Statistical Planning and Inference
publication date: 2000-08-30T00:00:00Z
review text: The problem of inference for a parameter of a stationary time series, where the parameter takes values in a metric space, is considered. The authors develop an asymptotic theory based on subsampling to approximate the distribution of estimators for such parameters.
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 1329412
zbMATH Keywords: empirical process
zbMATH Keywords: spectral measure
zbMATH Keywords: stationary time series
zbMATH Keywords: subsampling
zbMATH Keywords: weak convergence
reviewed by: Vakhtang V. Kvaratskhelia
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1329412