Pages that link to "Item:Q1313135"

The following pages link to Bootstrapping the sample means for stationary mixing sequences (Q1313135):

Displaying 27 items.

• Robust inference of risks of large portfolios (Q308377) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656) (← links)
• Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
• Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
• The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
• An urn-based Bayesian block bootstrap (Q1938878) (← links)
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
• A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Resampling estimation when observations are m–dependent (Q3473118) (← links)
• Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
• A block bootstrap comparison for sparse chains (Q3589984) (← links)
• (Q3972788) (← links)
• Weak approximations for quantile processes of stationary sequences (Q4344819) (← links)
• A bootstrap for point processes (Q4392585) (← links)
• ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS (Q4787585) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• On bootstrap inference in cointegrating regressions (Q5941113) (← links)