Pages that link to "Item:Q4451551"
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The following pages link to Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- Complete subset regressions (Q134090) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Estimating the long rate and its volatility (Q500503) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Bootstrap tests of multiple inequality restrictions on variance ratios (Q1929115) (← links)
- An urn-based Bayesian block bootstrap (Q1938878) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Asymmetric vector moving average models: estimation and testing (Q2032234) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
