Bootstrapping sample quantiles of discrete data

The $m(n)$ out of $k(n)$ bootstrap for partial sums of St. Petersburg type games

(2013) Eustasio del Barrio et al.   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Dependent wild bootstrap for degenerate U - and V -statistics

(2013) Anne Leucht et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Probabilistic index models

(2012) Olivier Thas et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On weak dependence conditions: The case of discrete valued processes

(2012) Paul Doukhan et al.   STATISTICS & PROBABILITY LETTERS

On weak dependence conditions for Poisson autoregressions

(2012) Paul Doukhan et al.   STATISTICS & PROBABILITY LETTERS

Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

(2012) Olimjon Sh. Sharipov et al.   STATISTICS & PROBABILITY LETTERS

A fractional order statistic towards defining a smooth quantile function for discrete data

(2011) Dongliang Wang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Some recent progress in count time series

(2011) Konstantinos Fokianos   STATISTICS

Quantile estimation for discrete data via empirical likelihood

(2010) Jien Chen et al.   JOURNAL OF NONPARAMETRIC STATISTICS

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Asymptotic properties of sample quantiles of discrete distributions

(2009) Yanyuan Ma et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

(2009) Feike C. Drost et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Thinning operations for modeling time series of counts—a survey

(2008) Christian H. Weiß   AStA-Advances in Statistical Analysis