Pages that link to "Item:Q1339704"
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The following pages link to Blockwise bootstrapped empirical process for stationary sequences (Q1339704):
Displaying 45 items.
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- Validity of blockwise bootstrap for empirical processes with stationary observations (Q1339703) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- A normality criterion for random vectors based on independence (Q1380583) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstraps for time series (Q1872593) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- A STATE‐SPACE MODEL FOR UNIVARIATE ORDINAL‐VALUED TIME SERIES (Q3520657) (← links)
- A block bootstrap comparison for sparse chains (Q3589984) (← links)
- (Q4410086) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- The blockwise bootstrap for general parameters of a stationary time series (Q4834283) (← links)
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
