Pages that link to "Item:Q1354502"
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The following pages link to Second-order correctness of the blockwise bootstrap for stationary observations (Q1354502):
Displaying 50 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Regenerative block-bootstrap for Markov chains (Q850767) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q1761536) (← links)
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Second-order properties of regeneration-based bootstrap for atomic Markov chains (Q2384662) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
- Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES (Q3632384) (← links)
- Analysis of tidal data via the blockwise bootstrap (Q4266343) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series (Q4638679) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- A bootstrap approach to moment selection (Q5469919) (← links)
- Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
