Pages that link to "Item:Q5965021"
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The following pages link to The impact of bootstrap methods on time series analysis (Q5965021):
Displaying 20 items.
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- Bootstrap Joint Prediction Regions (Q5251504) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- General Weak Laws of Large Numbers for Bootstrap Sample Means (Q5312737) (← links)
- Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo (Q5326116) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Autocovariance structures for radial averages in small‐angle X‐ray scattering experiments (Q5397945) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Using the bootstrap for statistical inference on random graphs (Q5507344) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Bootstrap rank tests for trend in time series (Q6179523) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)
