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

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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Q5560061
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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
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+The function space D([O, ∞)ρ, E)
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+Asymptotic results for spatial causal ARMA models
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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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
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+Another look at the disjoint blocks bootstrap
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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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