Pages that link to "Item:Q1825562"

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

Displaying 50 items.

• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Subsampling methods for genomic inference (Q542926) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• Blockwise empirical likelihood for time series of counts (Q631632) (← links)
• Robust resampling confidence intervals for empirical variograms (Q632149) (← links)
• Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Weak convergence of stationary empirical processes (Q680395) (← links)
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• Bootstrapping I(1) data (Q736677) (← links)
• Subsampling realised kernels (Q737277) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Computational framework for longevity risk management (Q744257) (← links)
• Second order optimality of stationary bootstrap (Q756317) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
• Recursive estimation of time-average variance constants (Q835069) (← links)
• Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
• Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• Regularization in statistics (Q882931) (← links)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
• Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
• Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
• Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
• A note on the stationary bootstrap's variance (Q1002163) (← links)
• A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\) (Q1014844) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
• Bootstrapping an inhomogeneous point process (Q1044067) (← links)
• Conceptually-based shot noise modeling of streamflows at short time interval (Q1128008) (← links)
• On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
• Jackknife estimator for an \(m\)-dependent stationary process (Q1210228) (← links)