Subsampling weakly dependent times series and application to extremes

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Works Cited by This (11)

Action	Title	Year	Authors
+ PDF Chat	Extreme Values for Stationary and Markov Sequences	1987	G. L. O’Brien
+ PDF Chat	A new covariance inequality and applications	2003	Jérôme Dedecker Paul Doukhan
+ PDF Chat	Convergence Criteria for Multiparameter Stochastic Processes and Some Applications	1971	Peter J. Bickel Michael J. Wichura
+	Weakly dependent chains with infinite memory	2008	Paul Doukhan Olivier Wintenberger
+ PDF Chat	A Limit Theorem for the Maximum of Autoregressive Processes with Uniform Marginal Distributions	1981	Michael R. Chernick
+	Non-strong mixing autoregressive processes	1984	Donald W. K. Andrews
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén
+	An invariance principle for weakly dependent stationary general models	2006	Paul Doukhan Olivier Wintenberger
+ PDF Chat	Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions	1994	Dimitris N. Politis Joseph P. Romano
+	Introduction to strong mixing conditions	2007	Richard C. Bradley