On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
type: Item
instance of: scholarly article
title: On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
zbMATH Open document ID: 0841.62037
published in: The Annals of Statistics
publication date: 1996-07-18T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 843019
zbMATH Keywords: stable limit
zbMATH Keywords: stationary
zbMATH Keywords: Poisson random measure
zbMATH Keywords: rho-mixing
zbMATH Keywords: moving block bootstrap procedure
zbMATH Keywords: normalized sums of dependent random variables
zbMATH Keywords: domain of partial attraction
zbMATH Keywords: infinitely divisible distributions
zbMATH Keywords: conditional distribution
author: Soumendra N. Lahiri
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324711
OpenAlex ID: W1994234882
DOI: 10.1214/AOS/1176324711
description: scientific article; zbMATH DE number 843019