Pages that link to "Item:Q1407179"
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The following pages link to Resampling methods for dependent data (Q1407179):
Displaying 50 items.
- Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- Regenerative block-bootstrap for Markov chains (Q850767) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
- On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
- Resampling-based bias-corrected time series prediction (Q993822) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Wavelet leaders and bootstrap for multifractal analysis of images (Q1016873) (← links)
- Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- RMCMC: a system for updating Bayesian models (Q1623699) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- On estimation of limiting variance of partial sums of functions of associated random variables (Q1680931) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints (Q1733283) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- A review of nonparametric hypothesis tests of isotropy properties in spatial data (Q1790343) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- An urn-based Bayesian block bootstrap (Q1938878) (← links)
- Gap bootstrap methods for massive data sets with an application to transportation engineering (Q1940003) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- Modeling threshold exceedance probabilities of spatially correlated time series (Q1951972) (← links)
