The following pages link to Bootstraps for time series (Q1872593):
Displayed 14 items.
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Using labeled data to evaluate change detectors in a multivariate streaming environment (Q1957692) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- Evaluation of Linear Trend Tests Using Resampling Techniques (Q3625316) (← links)
- Value-at-risk forecasts under scrutiny—the German experience (Q5440103) (← links)