Pages that link to "Item:Q1927395"
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The following pages link to Consistency of the stationary bootstrap under weak moment conditions (Q1927395):
Displaying 19 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← 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)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Strong consistencies of the bootstrap moments (Q1187086) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Bootstrap tests of multiple inequality restrictions on variance ratios (Q1929115) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- Consistency of the Subsample Bootstrap empirical process (Q3143494) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)
