This paper deals with subsampling continuous random fields for approximating the distribution of statistics estimating some unknown parameter.

Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that is successful in deriving consistent bootstrap estimates of distribution...

We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank integrated process, succeeds in estimating...

The well-known ARCH/GARCH models with normal errors account only partly for the degree of heavy tails empirically found in the distribution of financial returns series. Instead of resorting to an arbitrary nonnormal distribution for the ARCH/GARCH residuals we propose a different viewpoint via a...