Pages that link to "Item:Q1372916"
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The following pages link to Subsampling for heteroskedastic time series (Q1372916):
Displayed 7 items.
- 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)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
- Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
- Large sample theory for statistics of stable moving averages (Q4831096) (← links)
- Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)