Pages that link to "Item:Q2489865"
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The following pages link to Blockwise bootstrap testing for stationarity (Q2489865):
Displaying 6 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Bootstrap test for stationarity of heavy-tailed series with structural breaks (Q3169862) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)