Efficiency and robustness in subsampling for dependent data (Q1299014): Difference between revisions

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+MaRDI publication profile
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+Bootstrapping unstable first-order autoregressive processes
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+Bootstrapping explosive autoregressive processes
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+Edgeworth correction by bootstrap in autoregressions
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+Bootstrap in moving average models
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+Time series: theory and methods
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Q5526518
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+On asymptotic properties of bootstrap for AR(1) processes
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+On blocking rules for the bootstrap with dependent data
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+Q4715597
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+The jackknife and the bootstrap for general stationary observations
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+Second order optimality of stationary bootstrap
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+Q4869557
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+Efficiency and robustness in resampling
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Confidence Interval Estimation Using Standardized Time Series
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+Replicate Histograms
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+Optimal Mean-Squared-Error Batch Sizes
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+Bootstrap Prediction Intervals for Autoregression
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+Maximum Likelihood Estimation of Misspecified Models
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