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Abstract: This paper provides extensions of the work on subsampling by Bertail et al.2004 for strongly mixing case to weakly dependent case by application of theresults of Doukhan and Louhichi 1999. We investigate properties of smooth andrough subsampling estimators for distributions of converging and extremestatistics when the underlying time series is {\eta} or {\lambda}-weaklydependent.



Autor: Paul Doukhan, Silika Prohl, Christian Y. Robert

Fuente: https://arxiv.org/



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