Pages that link to "Item:Q1301750"
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The following pages link to A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750):
Displaying 29 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Sieve bootstrap for time series (Q1363399) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (Q4807296) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
- Moment inequalities for sums of weakly dependent random fields (Q6565333) (← links)
