The following pages link to (Q4869557):
Displaying 46 items.
- Missing Values Resampling for Time Series (Q3298727) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrapping moving average models (Q3598253) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Moderate deviations in subsampling distribution estimation (Q4517495) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series (Q4638679) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models (Q5085068) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- THE MATHEMATICAL STRUCTURE OF THE GENETIC CODE: A TOOL FOR INQUIRING ON THE ORIGIN OF LIFE (Q5148449) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Assessing the error in bootstrap estimates with dependent data (Q5936983) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- Simulation output analysis using the threshold bootstrap (Q5945196) (← links)
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes (Q5949985) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q5970333) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
- (Q6142208) (← links)
- Spectrum inference for replicated spatial locally time-harmonizable time series (Q6158223) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)
- Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Nonparametric curve estimation and bootstrap bandwidth selection (Q6601085) (← links)
- Detecting the complexity of a functional time series (Q6611225) (← links)
- Multi-Horizon Forecast Comparison (Q6617734) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)