Subsampling

Authors:

ISBN: 978-1-4612-7190-1 (Print) 978-1-4612-1554-7 (Online)

Table of contents (13 chapters)

  1. Front Matter

    Pages i-xv

  2. Basic Theory

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-38

      Bootstrap Sampling Distributions

    3. No Access

      Book Chapter

      Pages 39-64

      Subsampling in the I.I.D. Case

    4. No Access

      Book Chapter

      Pages 65-100

      Subsampling for Stationary Time Series

    5. No Access

      Book Chapter

      Pages 101-119

      Subsampling for Nonstationary Time Series

    6. No Access

      Book Chapter

      Pages 120-137

      Subsampling for Random Fields

    7. No Access

      Book Chapter

      Pages 138-158

      Subsampling Marked Point Processes

    8. No Access

      Book Chapter

      Pages 159-170

      Confidence Sets for General Parameters

  3. Extensions, Practical Issues, and Applications

    1. Front Matter

      Pages 171-171

    2. No Access

      Book Chapter

      Pages 173-187

      Subsampling with Unknown Convergence Rate

    3. No Access

      Book Chapter

      Pages 188-212

      Choice of the Block Size

    4. No Access

      Book Chapter

      Pages 213-252

      Extrapolation, Interpolation, and Higher-Order Accuracy

    5. No Access

      Book Chapter

      Pages 253-269

      Subsampling the Mean with Heavy Tails

    6. No Access

      Book Chapter

      Pages 270-290

      Subsampling the Autoregressive Parameter

    7. No Access

      Book Chapter

      Pages 291-314

      Subsampling Stock Returns

  4. Back Matter

    Pages 315-348