Weighted resampling of martingale difference arrays with applications (Q1952172): Difference between revisions

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+Some asymptotic theory for the bootstrap
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+Normal rank
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+Q5560061
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+Normal rank
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+Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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+Resampling schemes with low resampling intensity and their applications in testing hypotheses
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+Real Analysis and Probability
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+Q3426904
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Testing the martingale difference hypothesis using integrated regression functions
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+Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
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+Nonlinear time series. Nonparametric and parametric methods
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+Permutation, parametric and bootstrap tests of hypotheses.
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+Q3911791
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+Normal rank
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+Q4328700
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+Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
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+Conditional Studentized Survival Tests for Randomly Censored Models
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+How do bootstrap and permutation tests work?
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+Resampling Student's \(t\)-type statistics
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+Martingale transforms goodness-of-fit tests in regression models.
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+A New Test of the Martingale Difference Hypothesis
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+Bootstrap, wild bootstrap, and asymptotic normality
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+A rank statistics approach to the consistency of a general bootstrap
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+Bootstrapping the Student \(t\)-statistic
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+Exchangeably weighted bootstraps of the general empirical process
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+Q4084474
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