Subsampling weakly dependent time series and application to extremes

Paul Doukhan (), Silke Prohl and Christian Robert ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, vol. 20, issue 3, 447-479

Keywords: Subsampling; Weakly dependent time series; Max-stable distributions; 62G30; 63G32; 62G99 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11749-011-0269-8

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