The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences

Author:

Hwang Eunju

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference25 articles.

1. The joint limiting distribution of sums and maxima of stationary sequences;Anderson;Journal of Applied Probability,1991

2. Limiting joint distributions of sums and maxima in a statistical context;Anderson;Theory of Probability and its Applications,1992

3. Sums and maxima of stationary sequences with heavy tailed distributions;Anderson;Sankhyā Series A,1995

4. Chow, T. L., & Teugels, J. L. (1978). The sum and the maximum of i.i.d. random variables. In Proc. 2nd Prague symp. asymptotic statistics (pp. 81–92).

5. A new weak dependence condition and applications to moment inequalities;Doukhan;Stochastic Processes and their Applications,1999

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