Pages that link to "Item:Q1423241"
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The following pages link to A sieve bootstrap test for stationarity. (Q1423241):
Displaying 8 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)