Pages that link to "Item:Q1307509"

The following pages link to On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509):

Displaying 23 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
• Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
• Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Weak convergence of stationary empirical processes (Q680395) (← links)
• New robust confidence intervals for the mean under dependence (Q826963) (← links)
• Renewal type bootstrap for Markov chains (Q882927) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
• A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
• Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
• Another approach to Brownian motion (Q2490061) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• The Dependent Random Weighting (Q5251502) (← links)