Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485): Difference between revisions

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+Basic properties of strong mixing conditions. A survey and some open questions
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+Bootstraps for time series
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+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
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+Q5434186
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+Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
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+A Nonparametric Multivariate Test for Monotone Trend with Pharamaceutical Applications
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+On the range of validity of the autoregressive sieve bootstrap
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+Mixing properties of ARMA processes
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+The impact of bootstrap methods on time series analysis
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+Estimates of the Regression Coefficient Based on Kendall's Tau
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+Bias of some commonly-used time series estimates
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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+Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models
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