Pages that link to "Item:Q1298881"

The following pages link to On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881):

Displaying 10 items.

• Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• On the moving block bootstrap under long range dependence (Q1324579) (← links)
• Validity of blockwise bootstrap for empirical processes with stationary observations (Q1339703) (← links)
• On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214) (← links)
• Permutation bootstrap and the block maxima method (Q5083981) (← links)
• Comments on: Subsampling weakly dependent time series and application to extremes (Q5970333) (← links)