Pages that link to "Item:Q1301750"
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The following pages link to A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750):
Displayed 9 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)