In this paper the subsampling method of Carlstein (1986) is used to estimate the risk of prediction for time series data. We extend Carlstein's result by proving strong consistency of the subsampling estimator and we propose a procedure for select...
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 76(1-2) 1-17 1999年2月 [査読有り]
In this paper, asymptotic properties of bootstrap methods for the maximum of a stationary process are investigated. It is shown that the Efron's bootstrap provides a valid approximation to the sampling distribution of the normalized maximum only i...
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 58(2) 299-320 1997年3月 [査読有り]
We propose methods of constructing confidence intervals for endpoints of a distribution. Under a mild condition on the tail of distribution, asymptotically correct confidence intervals are derived by bootstrapping Weissman's (Comm. Statist. Theory...