The following pages link to (Q4869557):
Displaying 50 items.
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Testing for spatial isotropy under general designs (Q413348) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← 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)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989 (Q1000357) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← 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)
- Resampling method under dependent models (Q1192408) (← links)
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
- An empirical analysis of term premiums using significance tests for stochastic dominance (Q1275121) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On the subsample bootstrap variance estimation (Q1305251) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← 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)
- Sharpening estimators using resampling (Q1378786) (← links)
