Pages that link to "Item:Q1354506"

The following pages link to A frequency domain bootstrap for ratio statistics in time series analysis (Q1354506):

Displaying 46 items.

• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Rejoinder: ``Bootstrap methods for dependent data: a review'' (Q743761) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• A test for a difference between spectral peak frequencies. (Q1285482) (← links)
• A resampling method for regression models with serially correlated errors (Q1391331) (← links)
• The periodogram at the Fourier frequencies (Q1411876) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
• Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
• The maximum of the periodogram of a non-Gaussian sequence. (Q1807185) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Frequency domain bootstrap methods for random fields (Q2074338) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• Hybrid bootstrap aided unit root testing (Q2512760) (← links)
• Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
• Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series (Q2817310) (← links)
• Surrogate Data — A Qualitative and Quantitative Analysis (Q2847930) (← links)
• Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284) (← links)
• Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
• Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)
• A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)