Pages that link to "Item:Q2215743"
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The following pages link to Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743):
Displaying 12 items.
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
- A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals (Q2732814) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Statistical analysis of irregularly spaced spatial data in frequency domain (Q6604025) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
