Pages that link to "Item:Q4807337"
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The following pages link to THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS (Q4807337):
Displaying 37 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- 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)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Consistency of the stationary bootstrap under weak moment conditions (Q1927395) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)
- Multi-Horizon Forecast Comparison (Q6617734) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
