The following pages link to (Q5317360):
Displaying 7 items.
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
