Pages that link to "Item:Q4807256"
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The following pages link to A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS (Q4807256):
Displaying 12 items.
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- On a nonparametric resampling scheme for Markov random fields (Q1952237) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- Approximating Markov Chains for Bootstrapping and Simulation (Q2833388) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
