Author | Politis, Dimitris N. author |
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Title | Subsampling [electronic resource] / by Dimitris N. Politis, Joseph P. Romano, Michael Wolf |
Imprint | New York, NY : Springer New York : Imprint: Springer, 1999 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-1554-7 |
Descript | XV, 348 p. online resource |
I Basic Theory -- 1 Bootstrap Sampling Distributions -- 2 Subsampling in the I.I.D. Case -- 3 Subsampling for Stationary Time Series -- 4 Subsampling for Nonstationary Time Series -- 5 Subsampling for Random Fields -- 6 Subsampling Marked Point Processes -- 7 Confidence Sets for General Parameters -- II Extensions, Practical Issues, and Applications -- 8 Subsampling with Unknown Convergence Rate -- 9 Choice of the Block Size -- 10 Extrapolation, Interpolation, and Higher-Order Accuracy -- 11 Subsampling the Mean with Heavy Tails -- 12 Subsampling the Autoregressive Parameter -- 13 Subsampling Stock Returns -- Appendices -- A Some Results on Mixing -- B A General Central Limit Theorem -- References -- Index of Names -- Index of Subjects