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

Article ID Journal Published Year Pages File Type
1144693 Journal of the Korean Statistical Society 2014 9 Pages PDF
Abstract

In this work, the stationary bootstrap procedure is used to estimate the joint distribution of sum and maximum of strictly stationary strong mixing sequences. Asymptotic validity is established for stationary bootstrapping of the joint distribution of sum and maximum.

Keywords
Stationary processesStrong mixing
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
Authors
Eunju Hwang,
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Journal
Journal of the Korean Statistical Society
Journal: Journal of the Korean Statistical Society
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