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On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence

โœ Scribed by Peng, Z.; Nadarajah, S.


Book ID
118227213
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
95 KB
Volume
47
Category
Article
ISSN
0040-585X

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A bootstrap approximation to the joint d
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