The following pages link to Carsten Jentsch (Q287521):
Displaying 30 items.
- Bootstrapping INAR models (Q61791) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
- On the validity of Akaike's identity for random fields (Q2024441) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Baxter's inequality and sieve bootstrap for random fields (Q2405146) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Asymptotic theory for Mack's model (Q2682989) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- (Q3094962) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Generalized binary vector autoregressive processes (Q5063327) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- Bootstrap consistency for the Mack bootstrap (Q6199668) (← links)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
- Asymptotically Valid Bootstrap Inference for Proxy SVARs (Q6621000) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
