The following pages link to Sieve bootstrap for time series (Q1363399):
Displaying 43 items.
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (Q4807296) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed (Q4976488) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
- Moving Block Bootstrap for Analyzing Longitudinal Data (Q5259117) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
- Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study (Q5299813) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
- Bootstrap rank tests for trend in time series (Q6179523) (← links)
- Change-point analysis in financial networks (Q6541554) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
- Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models (Q6626386) (← links)
- On testing for the equality of autocovariance in time series (Q6626406) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients (Q6643321) (← links)
- Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922) (← links)
- Multivariate modeling of precipitation-induced home insurance risks using data depth (Q6656005) (← links)
