Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067): Difference between revisions

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-B. Gail Ivanoff
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+B. Gail Ivanoff
@@ Property / author: B. Gail Ivanoff / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+Functional central limit theorem for the empirical process of short memory linear processes
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+Change-point detection in the marginal distribution of a linear process
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+Bootstrapping the empirical distribution of a linear process
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+The change-point problem for dependent observations
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
@@ Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank @@
+Normal rank
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+The function space D([O, ∞)ρ, E)
@@ Property / cites work: The function space D([O, ∞)ρ, E) / rank @@
+Normal rank
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+Asymptotic results for spatial causal ARMA models
@@ Property / cites work: Asymptotic results for spatial causal ARMA models / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+On the blockwise bootstrap for empirical processes for stationary sequences
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+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
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+Another look at the disjoint blocks bootstrap
@@ Property / cites work: Another look at the disjoint blocks bootstrap / rank @@
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+Sequential block bootstrap in a Hilbert space with application to change point analysis
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+Weak convergence and empirical processes. With applications to statistics
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+Publication:2326067