Pages that link to "Item:Q4451551"

The following pages link to Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551):

Displaying 49 items.

• Bootstrap inference for network vector autoregression in large-scale social network (Q2132057) (← links)
• Bandwidth selection in blocks empirical likelihood method for time series (Q2155994) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
• A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
• Estimating high quantiles based on dependent circular data (Q2314466) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• A nonstandard empirical likelihood for time series (Q2443212) (← links)
• Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
• A data-driven smooth test of symmetry (Q2516319) (← links)
• Short term decumulation strategies for underspending retirees (Q2670108) (← links)
• Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
• Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
• Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699) (← links)
• Computational Examples of a New Method for Distribution Selection in the Pearson System (Q3604109) (← links)
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
• A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
• Self-sustainment of coherent structures in counter-rotating Taylor–Couette flow (Q5049203) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Estimating Information Rates with Confidence Intervals in Neural Spike Trains (Q5457581) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
• A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324) (← links)