Pages that link to "Item:Q1002163"
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The following pages link to A note on the stationary bootstrap's variance (Q1002163):
Displaying 16 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
