Pages that link to "Item:Q751111"
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The following pages link to Bootstrap in Markov-sequences based on estimates of transition density (Q751111):
Displaying 29 items.
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301354) (← links)
- Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Bootstraps for time series (Q1872593) (← links)
- On a nonparametric resampling scheme for Markov random fields (Q1952237) (← links)
- Variable length Markov chains (Q1970475) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Posterior consistency of Dirichlet mixtures for estimating a transition density (Q2370455) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
- Regeneration-based bootstrap for Markov chains (Q4272582) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Finite-sample properties of the bootstrap estimator in a Markov-switching model (Q5309214) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
