The following pages link to Sieve bootstrap for time series (Q1363399):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Some properties of the autoregressive-aided block bootstrap (Q521325) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Exploring the sources of uncertainty: why does bagging for time series forecasting work? (Q1754348) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- A note on the empirics of the neoclassical growth model (Q1929827) (← links)
- Time series clustering based on nonparametric multidimensional forecast densities (Q1951146) (← links)
