The following pages link to (Q4869557):
Displaying 50 items.
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstrap tolerance and confidence limits for two-variable reliability using independent and weakly dependent observations (Q1855019) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- A statistical framework for testing chaotic dynamics via Lyapunov exponents (Q1904329) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- Consistency of the stationary bootstrap under weak moment conditions (Q1927395) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Testing chaotic dynamics via Lyapunov exponents. (Q1963425) (← links)
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074) (← links)
- A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
- Modeling wildfire ignition origins in southern California using linear network point processes (Q2179971) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- A novel method to accurately calculate statistical significance of local similarity analysis for high-throughput time series (Q2324958) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Robust to noise and outliers estimator of correlation dimension (Q2408366) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
