The following pages link to Sieve bootstrap for time series (Q1363399):
Displaying 50 items.
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- A differential evolution-based regression framework for forecasting Bitcoin price (Q2070699) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- ANAPT: additive noise analysis for persistence thresholding (Q2148966) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (Q2226924) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
- Resampling DEA estimates of investment fund performance (Q2253401) (← links)
- A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap (Q2282602) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- COVID-19: metaheuristic optimization-based forecast method on time-dependent bootstrapped data (Q2662186) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
- Control Chart for Monitoring Autocorrelated Process with Multiple Exogenous Inputs (Q2828719) (← links)
- Approximating Markov Chains for Bootstrapping and Simulation (Q2833388) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Robust estimation of a time series model with structural change (Q3087823) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- Bootstrapping Threshold Autoregressive Models (Q3298676) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series (Q4468398) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order (Q4505995) (← links)
- (Q4631986) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Re-colouring the Intensity-Based Bootstrap for Point Processes (Q4707019) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
