The following pages link to Tapered block bootstrap (Q2773188):
Displaying 50 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Bootstraps for time series (Q1872593) (← links)
- A note on the empirics of the neoclassical growth model (Q1929827) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Bandwidth selection in blocks empirical likelihood method for time series (Q2155994) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Approximating Markov Chains for Bootstrapping and Simulation (Q2833388) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- Bias-Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using Subsampling (Q3100795) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Computational Examples of a New Method for Distribution Selection in the Pearson System (Q3604109) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- The tapered block bootstrap for general statistics from stationary sequences (Q4551774) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Functional convolution models (Q4970994) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
