Pages that link to "Item:Q2344879"
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The following pages link to Optimal jackknife for unit root models (Q2344879):
Displaying 5 items.
- Jackknife estimation with a unit root (Q383929) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
- Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)