The following pages link to Adaptive bandwidth choice (Q4470129):
Displaying 6 items.
- A bootstrap method to calculate the <i>p</i> -value of Fisher’s combination for a large number of weakly dependent <i>p</i> -values (Q6082987) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
- Studentization versus variance stabilization: a simple way out of an old dilemma (Q6579151) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
