The following pages link to The Stationary Bootstrap (Q4323559):
Displayed 50 items.
- 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)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS (Q4990921) (← links)
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
- A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
- Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- On the directional accuracy of inflation forecasts: evidence from South African survey data (Q5035771) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Spatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships (Q5048331) (← links)
- Self-sustainment of coherent structures in counter-rotating Taylor–Couette flow (Q5049203) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Bootstrapping volatility spillover index (Q5087917) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- Portfolios of value and momentum: disappointment aversion and non-normalities (Q5092642) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751) (← links)
- Network Structure Change Point Detection by Posterior Predictive Discrepancy (Q5117924) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758) (← links)
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
- Stock volatility predictability in bull and bear markets (Q5139219) (← links)