Pages that link to "Item:Q5379909"
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The following pages link to Bootstrapping Locally Stationary Processes (Q5379909):
Displaying 10 items.
- The local partial autocorrelation function and some applications (Q87410) (← links)
- The hierarchical spectral merger algorithm: a new time series clustering procedure (Q724603) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- A bootstrap functional central limit theorem for time-varying linear processes (Q6150555) (← links)