Pages that link to "Item:Q1354502"
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The following pages link to Second-order correctness of the blockwise bootstrap for stationary observations (Q1354502):
Displaying 9 items.
- Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
- A short prehistory of the bootstrap (Q5965014) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Multi-Horizon Forecast Comparison (Q6617734) (← links)