Pages that link to "Item:Q1208656"
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The following pages link to A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656):
Displaying 17 items.
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- On the estimation of non linear functions in stochastic volatility models (Q5079046) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Blockwise empirical Euclidean likelihood for weakly dependent processes (Q5952080) (← links)
- Consistent estimation of the bispectral density function of a harmonizable process (Q5957821) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
