Pages that link to "Item:Q1082006"

The following pages link to The use of subseries values for estimating the variance of a general statistic from a stationary sequence (Q1082006):

Displaying 50 items.

• Subsampling for heteroskedastic time series (Q1372916) (← links)
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
• Multiple-comparison procedures for steady-state simulations (Q1383089) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• A residual-based multivariate constant correlation test (Q1669884) (← links)
• Forecasting the underlying potential governing the time series of a dynamical system (Q1673150) (← links)
• A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii (Q1719823) (← links)
• Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← 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)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
• On optimal spatial subsample size for variance estimation (Q1766124) (← links)
• Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Large-sample normality of the batch-means variance estimator (Q1866993) (← links)
• Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. (Q1871234) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• Estimation of variance of partial sums of an associated sequence of random variables (Q1890704) (← links)
• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
• Estimation of the variance of partial sums of dependent processes (Q1933714) (← links)
• Discussion of ``An analysis of global warming in the alpine region based on nonlinear nonstationary time series models'' by F. Battaglia and M. K. Protopapas (Q1934286) (← links)
• An urn-based Bayesian block bootstrap (Q1938878) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• The threshold bootstrap and threshold jackknife (Q1960593) (← links)
• An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
• Multiple comparisons with the best using common random numbers for steady-state simulations (Q1973279) (← links)
• Estimation of the variance for strongly mixing sequences (Q1976454) (← links)
• Simulation analysis in cognitive radio networks with unreliability and abandonment (Q1980495) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
• Frequency domain bootstrap methods for random fields (Q2074338) (← links)
• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series (Q2095103) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• A novel method to accurately calculate statistical significance of local similarity analysis for high-throughput time series (Q2324958) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• A clearing system with impatient passengers: asymptotics and estimation in a bus stop model (Q2352990) (← links)
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
• A nonstandard empirical likelihood for time series (Q2443212) (← links)
• Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
• COVID-19: metaheuristic optimization-based forecast method on time-dependent bootstrapped data (Q2662186) (← links)