Pages that link to "Item:Q4834283"
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The following pages link to The blockwise bootstrap for general parameters of a stationary time series (Q4834283):
Displaying 19 items.
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Local block bootstrap (Q1565905) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
