Pages that link to "Item:Q4677009"
From MaRDI portal
The following pages link to Properties of the nonparametric autoregressive bootstrap (Q4677009):
Displaying 16 items.
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Bootstrap prediction inference of nonlinear autoregressive models (Q6604029) (← links)
