Pages that link to "Item:Q1382489"

The following pages link to The bootstrap for empirical processes based on stationary observations (Q1382489):

Displaying 30 items.

• 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)
• Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
• A fast resample method for parametric and semiparametric models (Q469558) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes (Q505572) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Weak convergence of stationary empirical processes (Q680395) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Renewal type bootstrap for Markov chains (Q882927) (← links)
• A note on the stationary bootstrap's variance (Q1002163) (← links)
• On the best approximation for bootstrapped empirical processes (Q1272996) (← links)
• Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
• Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
• On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• (Q4410086) (← links)
• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
• Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
• Approximation for bootstrapped empirical processes (Q4955844) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
• Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
• A unifying approach to distributional limits for empirical optimal transport (Q6589576) (← links)
• Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)