Pages that link to "Item:Q113794"

The following pages link to Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794):

Displaying 44 items.

• Bootstrapping INAR models (Q61791) (← links)
• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• blocklength (Q113795) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
• Significance tests for functional data with complex dependence structure (Q464577) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
• Gap bootstrap methods for massive data sets with an application to transportation engineering (Q1940003) (← links)
• Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
• Asymmetric vector moving average models: estimation and testing (Q2032234) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Bootstrap inference for network vector autoregression in large-scale social network (Q2132057) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
• Reliability issues of LES-related approaches in an industrial context (Q2655301) (← links)
• Short term decumulation strategies for underspending retirees (Q2670108) (← links)
• Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
• Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
• OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
• Self-sustainment of coherent structures in counter-rotating Taylor–Couette flow (Q5049203) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
• Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
• Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
• Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324) (← links)