Bootstrapping point processes with some applications

Citation
M. Zarepour et K. Knight, Bootstrapping point processes with some applications, STOCH PR AP, 84(1), 1999, pp. 81-90
Citations number
16
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
84
Issue
1
Year of publication
1999
Pages
81 - 90
Database
ISI
SICI code
0304-4149(19991101)84:1<81:BPPWSA>2.0.ZU;2-M
Abstract
We study the weak limit behavior of certain types of point processes obtain ed by replacing the original observations by the bootstrap sample. The usua l bootstrap fails asymptotically in cases for which there exists a Poisson point process or a fixed point measure in the limit. In some cases, by subs ampling at the rate m = m(n) = o(n) --> infinity in the bootstrap (where n is the sample size), this problem will be resolved and convergence holds in probability. If m log log n/n --> 0 then asymptotic results are valid almo st surely. The method is applied to some statistical problems. (C) 1999 Els evier Science B.V. All rights reserved.