The following pages link to (Q4839388):
Displaying 41 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces (Q900957) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Testing the equality of several covariance functions for functional data: a supremum-norm based test (Q1662852) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- On functional data analysis and related topics (Q2078520) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Classifying Speech Sonority Functional Data using a Projected Kolmogorov–Smirnov Approach (Q5123290) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Two-time-scale nonparametric recursive regression estimator for independent functional data (Q6170099) (← links)
