The following pages link to Bootstraps for time series (Q1872593):
Displaying 30 items.
- (Q4461337) (← links)
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series (Q4468398) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed (Q4976488) (← links)
- Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
- THE MATHEMATICAL STRUCTURE OF THE GENETIC CODE: A TOOL FOR INQUIRING ON THE ORIGIN OF LIFE (Q5148449) (← links)
- Time Series (Q5208638) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Bootstrap Joint Prediction Regions (Q5251504) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
- Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo (Q5326116) (← links)
- Value-at-risk forecasts under scrutiny—the German experience (Q5440103) (← links)
- Using the bootstrap for statistical inference on random graphs (Q5507344) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery (Q6104110) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
- Bootstrap rank tests for trend in time series (Q6179523) (← links)
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
- Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922) (← links)
