We study the weak limit behavior of certain types of point processes obtained by replacing the original observations by the bootstrap sample. The usual 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...

We study the problem of estimating autoregressive parameters when the observations are from an AR process with innovations in the domain of attraction of a stable law. We show that non-degenerate limit laws exist for M-estimates if the loss function is sufficiently smooth; these results remain...