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Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence

โœ Scribed by Zhong-quan Tan; Zuo-xiang Peng


Book ID
107501000
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2011
Tongue
English
Weight
163 KB
Volume
26
Category
Article
ISSN
1005-1031

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โœ G. Mathew; W.P. McCormick ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 113 KB

This paper establishes the asymptotic validity for the moving block bootstrap as an approximation to the joint distribution of the sum and the maximum of a stationary sequence. An application is made to statistical inference for a positive time series where an extreme value statistic and sample mean