Pages that link to "Item:Q1906214"
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The following pages link to On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214):
Displaying 9 items.
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstraps for time series (Q1872593) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)