Block Bootstraps for Time Series With Fixed Regressors (Q4916455): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q449904
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Soumendra Nath Lahiri / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/01621459.2011.646929 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2003575620 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The use of subseries values for estimating the variance of a general statistic from a stationary sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The moving blocks bootstrap and robust inference for linear least squares and quantile regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Standard Error Estimates for Linear Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order correctness of the blockwise bootstrap for stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On blocking rules for the bootstrap with dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Window Subsampling of Estimating Functions with Application to Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theoretical comparisons of block bootstrap methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling methods for dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the stationary bootstrap's variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tapered block bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: The tapered block bootstrap for general statistics from stationary sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Consistent Estimates of the Spectrum of a Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Block-Length Selection for the Dependent Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of bootstrap methods on time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323077 / rank
 
Normal rank

Latest revision as of 09:57, 6 July 2024

scientific article; zbMATH DE number 6156517
Language Label Description Also known as
English
Block Bootstraps for Time Series With Fixed Regressors
scientific article; zbMATH DE number 6156517

    Statements

    Block Bootstraps for Time Series With Fixed Regressors (English)
    0 references
    0 references
    0 references
    22 April 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    MSE expansions
    0 references
    optimal blocks
    0 references
    simultaneous confidence bands
    0 references
    tapers
    0 references
    variance estimation
    0 references
    0 references