Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269): Difference between revisions

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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Testing for Serial Correlation Against an ARMA(1, 1,) Process
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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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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+Contemporaneous asymmetry in GARCH processes
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+On blocking rules for the bootstrap with dependent data
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+Acceleration of RANLUX
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+Properties of moments of a family of GARCH processes
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+Empirically relevant critical values for hypothesis tests: A bootstrap approach
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+The jackknife and the bootstrap for general stationary observations
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+Theoretical comparisons of block bootstrap methods
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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+The Stationary Bootstrap
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+Subsampling for heteroskedastic time series
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+Inference For Autocorrelations Under Weak Assumptions
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+Improved nonparametric confidence intervals in time series regressions
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