Pages that link to "Item:Q4979109"
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The following pages link to Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109):
Displaying 12 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174) (← links)
- (Q3779624) (← links)
- Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
