Bootstrapping point processes with some applications
type: Item
instance of: scholarly article
title: Bootstrapping point processes with some applications
zbMATH Open document ID: 0997.60053
DOI: 10.1016/S0304-4149(99)00052-6
author: R. Smith
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
review text: The authors study the weak limit behavior of point processes obtained by replacing the original observations by the bootstrap sample. In some cases where the usual bootstrap fails, the authors show that subsampling at the rate \(m(n) = o(n) \rightarrow \infty \) depending on the sample size \(n\rightarrow \infty \) the weak limit exists. If \(m(n)\log \log n/n\rightarrow 0\), then the asymptotic results are valid almost surely. The method is applied to bootstrapping extremes.
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1792551
zbMATH Keywords: bootstrap
zbMATH Keywords: point process
zbMATH Keywords: extremes
MaRDI profile type: Publication
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Wikidata QID: Q126989484
description: scientific article; zbMATH DE number 1792551