Pages that link to "Item:Q4851507"
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The following pages link to On blocking rules for the bootstrap with dependent data (Q4851507):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- A generalized false discovery rate in microarray studies (Q452671) (← links)
- Significance tests for functional data with complex dependence structure (Q464577) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Regularization in statistics (Q882931) (← links)
- Application of the bootstrap method for estimation of the quantile function (Q927585) (← links)
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Matched-block bootstrap for dependent data (Q1275857) (← links)
- A test for a difference between spectral peak frequencies. (Q1285482) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii (Q1719823) (← links)
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints (Q1733283) (← links)
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
