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.

• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
• Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• The Block-Block Bootstrap for Time Series (Q2859302) (← links)
• Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples (Q2873930) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• A latent process model for temporal extremes (Q2922156) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
• Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
• Bootstrap-based ARMA order selection (Q3087814) (← links)
• Confidence intervals for nonparametric regression functions under negatively associated errors (Q3106416) (← links)
• VARIANCE ESTIMATION FOR QUADRATIC STATISTICS (Q3141189) (← links)
• Evaluating the GPH Estimator via Bootstrap Technique (Q3298704) (← links)
• VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
• Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
• Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
• On the relative performance of the block bootstrap for dependent data (Q4226835) (← links)
• Analysis of tidal data via the blockwise bootstrap (Q4266343) (← links)
• Integrated marked Poisson processes with application to image correlation spectroscopy (Q4358888) (← links)
• Balanced resampling for bootstrapping finite state markov chains (Q4387629) (← links)
• A bootstrap for point processes (Q4392585) (← links)
• EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA (Q4416927) (← links)
• Data-Based Choice of Batch Size for Simulation Output Analysis (Q4420120) (← links)
• NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA (Q4449078) (← links)
• Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
• Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
• Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
• The tapered block bootstrap for general statistics from stationary sequences (Q4551774) (← links)
• Bootstrapping periodically autoregressive models (Q4578059) (← links)
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
• Stocks, bonds and the investment horizon: a test of time diversification on the French market (Q4647278) (← links)
• Performance Simulation of Non-reliable Servers in Finite-Source Cognitive Radio Networks with Collision (Q4685079) (← links)
• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings (Q4707022) (← links)
• Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP (Q4864580) (← links)
• Estimating conditional occupation‐time distributions for dependent sequences (Q4883618) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (Q4916458) (← links)
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
• Bootstrapping covariance operators of functional time series (Q4987545) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)