Pages that link to "Item:Q1082006"

The following pages link to The use of subseries values for estimating the variance of a general statistic from a stationary sequence (Q1082006):

Displaying 50 items.

• A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error (Q5019746) (← links)
• Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
• A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
• Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
• Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758) (← links)
• Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX (Q5198953) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Bubble detection and sector trading in real time (Q5234289) (← links)
• Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)
• A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
• Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions (Q5287325) (← links)
• Standard Error of the Method of Simulated Moment Estimator for Generalized Linear Mixed Models (Q5299801) (← links)
• Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo (Q5326116) (← links)
• Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
• Block bootstrap methods and the choice of stocks for the long run (Q5397473) (← links)
• Autocovariance structures for radial averages in small‐angle X‐ray scattering experiments (Q5397945) (← links)
• A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
• Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
• Blockwise empirical entropy tests for time series regressions (Q5467601) (← links)
• A bootstrap approach to moment selection (Q5469919) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
• Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
• Detecting Directionality in Time Series (Q5869287) (← links)
• Assessing the error in bootstrap estimates with dependent data (Q5936983) (← links)
• Estimation of the asymptotic variance of kernel density estimators for continuous time processes (Q5949985) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data (Q6049800) (← links)
• Using covariates to model dependence in nonstationary, high‐frequency meteorological processes (Q6090036) (← links)
• (Q6142208) (← links)
• The effect of operation time of the server on the performance of finite-source retrial queues with two-way communications to the orbit (Q6159087) (← links)
• A contagion test with unspecified heteroscedastic errors (Q6558558) (← links)
• Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
• Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
• Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
• Generalized Jump Regressions for Local Moments (Q6617820) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
• Testing Directed Acyclic Graph via Structural, Supervised and Generative Adversarial Learning (Q6631683) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)