Pages that link to "Item:Q1275857"
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The following pages link to Matched-block bootstrap for dependent data (Q1275857):
Displaying 27 items.
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach'' (Q1042936) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Resampling DEA estimates of investment fund performance (Q2253401) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Bootstrapping Threshold Autoregressive Models (Q3298676) (← links)
- Missing Values Resampling for Time Series (Q3298727) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Functional convolution models (Q4970994) (← links)
- Standard Error of the Method of Simulated Moment Estimator for Generalized Linear Mixed Models (Q5299801) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Block bootstrap methods and the choice of stocks for the long run (Q5397473) (← links)
- Wavelets and statistical analysis of functional magnetic resonance images of the human brain (Q5424203) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
