Pages that link to "Item:Q1082006"
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The following pages link to The use of subseries values for estimating the variance of a general statistic from a stationary sequence (Q1082006):
Displayed 50 items.
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Measuring human development: a stochastic dominance approach (Q356754) (← links)
- Stability (Q373542) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Testing for spatial isotropy under general designs (Q413348) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- Batch variance estimators for the median of simulation output. (Q1306389) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)