{"paper":{"title":"Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Holger Drees","submitted_at":"2015-11-02T09:25:58Z","abstract_excerpt":"In the extreme value analysis of time series, not only the tail behavior is of interest, but also the serial dependence plays a crucial role. Drees and Rootz\\'en (2010) established limit theorems for a general class of empirical processes of so-called cluster functionals which can be used to analyse various aspects of the extreme value behavior of mixing time series. However, usually the limit distribution is too complex to enable a direct construction of confidence regions. Therefore, we suggest a multiplier block bootstrap analog to the empirical processes of cluster functionals. It is shown"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1511.00420","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}