The following pages link to The Stationary Bootstrap (Q4323559):
Displayed 50 items.
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
- Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785) (← links)
- The impact of a sustainability constraint on the mean-tracking error efficient frontier (Q2439797) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Short term decumulation strategies for underspending retirees (Q2670108) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- Spreads versus professional forecasters as predictors of future output change (Q3065536) (← links)
- Testing for the usefulness of forecasts (Q3088164) (← links)
- Confidence intervals for nonparametric regression functions under negatively associated errors (Q3106416) (← links)
- VARIANCE ESTIMATION FOR QUADRATIC STATISTICS (Q3141189) (← links)
- Evaluating the GPH Estimator via Bootstrap Technique (Q3298704) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349) (← links)
- Computational Examples of a New Method for Distribution Selection in the Pearson System (Q3604109) (← links)
- Statistical Arbitrage with Genetic Programming (Q3627044) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Resampling the autocovariance estimator in stationary gaussian processes (Q4269926) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (Q4555120) (← links)
- A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches (Q4561894) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series (Q4638679) (← links)
- A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar (Q4689050) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS (Q4787585) (← links)