Pages that link to "Item:Q651026"
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The following pages link to On the range of validity of the autoregressive sieve bootstrap (Q651026):
Displayed 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)