Comments on: Subsampling weakly dependent time series and application to extremes

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Bibliographic Details
Published inTest (Madrid, Spain) Vol. 20; no. 3; pp. 487 - 490
Main Author Bertail, Patrice
Format Journal Article
LanguageEnglish
Published Berlin/Heidelberg Springer-Verlag 01.11.2011
Springer Nature B.V
Subjects
Discussion
Economics
Finance
Insurance
Management
Markov analysis
Mathematics and Statistics
Statistical Theory and Methods
Statistics
Statistics for Business
Time series
Subsampling Size
Extremal Index
Tail Index
Double Splitting
Intricate Dependence
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ISSN:1133-0686
1863-8260
DOI:10.1007/s11749-011-0272-0