Pages that link to "Item:Q1208656"
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The following pages link to A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656):
Displaying 50 items.
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
- On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
- Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
- Nonparametric resampling for homogeneous strong mixing random fields (Q1321988) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← 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)
- Terminal-dependent statistical inference for the FBSDEs models (Q1718198) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. (Q1871234) (← links)
- Bootstraps for time series (Q1872593) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Bandwidth selection in blocks empirical likelihood method for time series (Q2155994) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Empirical likelihood for NA series (Q2489832) (← links)
- Unbiased quasi-regression (Q2641582) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Distributionally robust fault detection design and assessment for dynamical systems (Q2663934) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
- A moving blocks empirical likelihood method for longitudinal data (Q2803479) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- Block bootstrap for dependent errors-in-variables (Q2979966) (← links)
- Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- A bootstrap for point processes (Q4392585) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
