Pages that link to "Item:Q1825562"

The following pages link to The jackknife and the bootstrap for general stationary observations (Q1825562):

Displaying 50 items.

• The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
• An empirical analysis of term premiums using significance tests for stochastic dominance (Q1275121) (← links)
• Kaplan-Meier estimator under association (Q1275419) (← links)
• Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
• Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
• On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• On the subsample bootstrap variance estimation (Q1305251) (← links)
• Batch variance estimators for the median of simulation output. (Q1306389) (← links)
• On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
• Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
• On the moving block bootstrap under long range dependence (Q1324579) (← links)
• Kernel estimation of the density of a statistic (Q1336938) (← links)
• Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
• Multivariate nonparametric resampling scheme for generation of daily weather variables (Q1370388) (← links)
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
• On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
• Sharpening estimators using resampling (Q1378786) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• A resampling method for regression models with serially correlated errors (Q1391331) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
• A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
• Local block bootstrap (Q1565905) (← links)
• The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Reweighting histogram technique for the quantum Heisenberg ferromagnet (Q1613730) (← links)
• A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
• A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
• Composite habits and international transmission of business cycles (Q1655621) (← links)
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
• Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
• Tapered block bootstrap for unit root testing (Q1695661) (← links)
• Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
• New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• Exploring the sources of uncertainty: why does bagging for time series forecasting work? (Q1754348) (← links)
• Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
• Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)