Pages that link to "Item:Q1372916"

The following pages link to Subsampling for heteroskedastic time series (Q1372916):

Displaying 21 items.

• Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• A general central limit theorem for strong mixing sequences (Q467034) (← links)
• Subsampling high frequency data (Q530605) (← links)
• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• Comment on: Subsampling weakly dependent time series and application to extremes (Q1761537) (← links)
• Wild bootstrapping variance ratio tests (Q1929375) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths (Q2108894) (← links)
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• Comparison of stationary time series using distribution-free methods (Q3297970) (← links)
• Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
• Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes (Q3631449) (← links)
• Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
• Large sample theory for statistics of stable moving averages (Q4831096) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)