Pages that link to "Item:Q1192961"
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The following pages link to On bootstrapping kernel spectral estimates (Q1192961):
Displaying 50 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Test to compare two population logspectra (Q880895) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Parametric polyspectrum density estimation using the bootstrap method (Q970644) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Bootstrap optimal bandwidth selection for kernel density estimates (Q1193967) (← links)
- A test for a difference between spectral peak frequencies. (Q1285482) (← links)
- Estimation of the population spectrum with replicated time series. (Q1285806) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- Asymptotic behavior of bootstrap spectral window estimation (Q1367243) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- The maximum of the periodogram of a non-Gaussian sequence. (Q1807185) (← links)
- Nonparametric high resolution spectral estimation (Q1822877) (← links)
- Bootstrapping the mode (Q1825565) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Is the North Atlantic Oscillation just a pink noise? (Q1873915) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- Sum of the sample autocorrelation function (Q3077691) (← links)
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)
