Pages that link to "Item:Q2342929"
From MaRDI portal
The following pages link to Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929):
Displaying 10 items.
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)
- Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
